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Cheng, Tingting [Author] ; Yan, Cheng [Other]

Evaluating the Size of the Bootstrap Method for Fund Performance Evaluation

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  • Media type: E-Book
  • Title: Evaluating the Size of the Bootstrap Method for Fund Performance Evaluation
  • Contributor: Cheng, Tingting [Author]; Yan, Cheng [Other]
  • Published: [S.l.]: SSRN, [2017]
  • Extent: 1 Online-Ressource (12 p)
  • Language: English
  • Origination:
  • Footnote: In: Economics Letters, 2017 (156), 36-41, 2017
    Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 22, 2017 erstellt
  • Description: We investigate the validity and reliability of the bootstrap approach in fund performance evaluation by gauging the size. Monte Carlo simulations suggest that cross-sectional dependence may alter the size of this test and we propose a new panel bootstrap approach
  • Access State: Open Access