Improved inference in the evaluation of mutual fund performance using panel bootstrap methods

David Blake, Tristan Caulfield, Christos Ioannidis, Ian Tonks

    Research output: Contribution to journalArticle (Academic Journal)peer-review

    17 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)202-210
    JournalJournal of Econometrics
    Volume183
    Issue number2
    DOIs
    Publication statusPublished - 1 Dec 2014

    Research Groups and Themes

    • AF Financial Markets

    Keywords

    • unit trusts
    • mutuals
    • fund performance
    • BOOTSTRAP METHODS

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