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Rethinking Performance Evaluation. (2016). Harvey, Campbell ; Liu, Yan.
In: NBER Working Papers.
RePEc:nbr:nberwo:22134.

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Cites: 23

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  1. Further Tests of the ZCAPM Asset Pricing Model. (2022). Liu, Wei ; Huang, Jianhua Z ; Kolari, James W ; Liao, Huiling.
    In: JRFM.
    RePEc:gam:jjrfmx:v:15:y:2022:i:3:p:137-:d:771364.

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  2. Employee Performance Measures Appraised by Training and Labor Market: Evidence from the Banking Sector of Germany. (2022). Mihoci, Andrija ; Michalk, Silke ; Sarachuk, Kirill ; Javed, Hafiz Ali ; Khan, Naveed Ahmad.
    In: Administrative Sciences.
    RePEc:gam:jadmsc:v:12:y:2022:i:4:p:143-:d:948831.

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  3. The Extraction of Influencing Indicators for Scoring of Insurance Companies Branches Based on GMDH Neural Network. (2018). Ahrari, Mehdi ; Kardgar, Ebrahim ; Karimi, Mohammad ; Mohammadi, Hamid Reza.
    In: Iranian Economic Review (IER).
    RePEc:eut:journl:v:22:y:2018:i:2:p:527.

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  4. Picking Funds with Confidence. (2017). Wermers, Russ ; Timmermann, Allan G ; Lunde, Asger ; Groenborg, Niels .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11896.

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  5. Picking Funds with Confidence. (2017). Timmermann, Allan ; Lunde, Asger ; Gronborg, Niels S ; Wermers, Russ.
    In: CREATES Research Papers.
    RePEc:aah:create:2017-13.

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References

References cited by this document

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  2. Can machine learning help to select portfolios of mutual funds?. (2021). Gil-Bazo, Javier ; Nogales, Francisco J ; Demiguel, Victor ; de Miguel, Victor .
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  3. Can Machine Learning Help to Select Portfolios of Mutual Funds?. (2021). , Andre ; Nogales, Francisco J ; Gil-Bazo, Javier ; Demiguel, Victor ; de Miguel, Victor .
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  6. Skill and luck in private equity performance. (2017). Korteweg, Arthur ; Sorensen, Morten.
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  8. Rethinking Performance Evaluation. (2016). Harvey, Campbell ; Liu, Yan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:22134.

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  9. Bayesian Nonparametric Measurement of Factor Betas and Clustering with Application to Hedge Fund Returns. (2016). Garay, Urbi ; Molina, German ; Horst, Enrique Ter ; Rodriguez, Abel.
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  10. Fund Performance Evaluation in Greece Revisited: Evidence from the Impact of Operational Attributes. (2013). mamatzakis, emmanuel ; BABALOS, VASSILIOS ; filipas, n.
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  11. The cross section of conditional mutual fund performance in European stock markets. (2013). Timmermann, Allan ; Wermers, Russ ; Gillen, Ben ; Banegas, Ayelen.
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  12. When active fund managers deviate from their peers: Implications for fund performance. (2013). Gupta-Mukherjee, Swasti .
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  13. Investment Performance: A Review and Synthesis. (2013). Ferson, Wayne E.
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  14. Mutual Funds. (2013). Elton, Edwin J ; Gruber, Martin J.
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  15. The cross-section of conditional mutual fund performance in European stock markets. (2012). Timmermann, Allan ; Wermers, Russ ; Gillen, Ben ; Banegas, Ayelen.
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  17. A Linear Belief Function Approach to Portfolio Evaluation. (2012). Shenoy, Catherine ; Liu, Liping.
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  22. Bayesian Portfolio Analysis. (2010). Zhou, Guofu ; Avramov, Doron.
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  23. False discoveries in mutual fund performance: Measuring luck in estimated alphas. (2009). Scaillet, Olivier ; Wermers, Russ.
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  24. Risk Shifting and Mutual Fund Performance. (2009). Sialm, Clemens ; Huang, Jennifer ; Zhang, Hanjiang .
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  25. What is the chance that the equity premium varies over time? evidence from predictive regressions. (2009). Wachter, Jessica.
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  26. Predictable returns and asset allocation: Should a skeptical investor time the market?. (2009). Wachter, Jessica ; Warusawitharana, Missaka.
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  27. On the Use of Multifactor Models to Evaluate Mutual Fund Performance. (2009). Verbeek, Marno ; Huij, Joop.
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  29. UK mutual fund performance: Skill or luck?. (2008). O'Sullivan, Niall ; Nitzsche, Dirk ; Cuthbertson, Keith.
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