A reappraisal of luck versus skill in the cross-section of mutual fund returns
(2020)
Journal Article
Huang, R., Asteriou, D., & Pouliot, W. (2020). A reappraisal of luck versus skill in the cross-section of mutual fund returns. Journal of Economic Behavior and Organization, 176, 166-187. https://doi.org/10.1016/j.jebo.2020.03.032
© 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.