Correcting Bias in Mutual Funds' Performance Evaluation
The functional False Discovery Rate “plus” (fFDR) test, a new method for assessing mutual funds' performance, corrects data snooping bias and outperforms previous methods.
Featured in No. 29 on 13 Dec 2023 ·
- Released
- 11 Jan 2021
- First featured
- No. 29 · 13 Dec 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4656496
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