A reappraisal of luck versus skill in the cross-section of mutual fund returns
(2020)
Journal Article
© 2020 Elsevier B.V. The first contribution we make to research on measuring U.S. mutual fund performance is to show that the cross-section bootstrap procedure used in one prominent publication on this topic can easily accommodate conditional asset p... Read More about A reappraisal of luck versus skill in the cross-section of mutual fund returns.