Mutual Funds’ Conditional Performance Free of Data Snooping Bias
(2023)
Journal Article
We introduce a test to assess mutual funds' "conditional" performance that is based on updated information and corrects data snooping bias. Our method, named the functional False Discovery Rate "plus" (f F DR +), incorporates fund characteristics in... Read More about Mutual Funds’ Conditional Performance Free of Data Snooping Bias.