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- W2052323772 abstract "We apply a new bootstrap statistical technique to distinguish between dasiaskillpsila and dasialuckpsila for individual funds. This methodology allows for non-normality in the idiosyncratic risk of the funds-a major issue when considering those funds which appear to be either very good or very bad performers, since these are the funds which investors are primarily interested in identifying. Our bootstrap approach uncovers findings that differ from many past studies. We find that the best funds performance cannot be explained by luck, there exists stock picking ability among a relatively small number of top performing mutual funds." @default.
- W2052323772 created "2016-06-24" @default.
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- W2052323772 date "2009-01-01" @default.
- W2052323772 modified "2023-10-16" @default.
- W2052323772 title "Can Mutual Fund Really Pick Stocks? A Bootstrap Analysis" @default.
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- W2052323772 doi "https://doi.org/10.1109/wkdd.2009.33" @default.
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