UK mutual fund performance
Using a comprehensive data set on (surviving and non-surviving) UK equity mutual funds (April 1975 - December 2002), this study uses a bootstrap methodology to distinguish between `skill' and `luck' in fund performance. This methodology allows for non-normality in the idiosyncratic risks o...
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City University London
2006
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.433416 |