Economy & Finance Measuring luck in estimated alphas barras scaillet

1. THE JOURNAL OF FINANCE • VOL. LXV, NO. 1 • FEBRUARY 2010False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated AlphasLAURENT BARRAS, OLIVIER SCAILLET,…

Economy & Finance Ssrn id1685942

1. Active Share and Mutual Fund Performance * Antti Petajisto † December 15, 2010Abstract I sort domestic all-equity mutual funds into different categories of activemanagement…

Economy & Finance Fund performance wermers

1. THE JOURNAL OF FINANCE • VOL. LV, NO. 4 • AUGUST 2000 Mutual Fund Performance:An Empirical Decomposition into Stock-Picking Talent, Style,Transactions Costs, and ExpensesRUSS…

Economy & Finance Ssrn id1685942

1. Active Share and Mutual Fund Performance * Antti Petajisto † December 15, 2010Abstract I sort domestic all-equity mutual funds into different categories of activemanagement…