False discoveries in mutual fund performance: Measuring luck in estimated alphas

Journal of Finance

Volumn 65, Issue 1, 2010, Pages 179-216

  Barras, Laurent ^a   Scaillet, Olivier ^b   Wermers, Russ ^c  

^a MCGILL UNIVERSITY   (Canada)

^b UNIVERSITY OF GENEVA   (Switzerland)

^c UNIVERSITY OF MARYLAND   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 74249121972     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/j.1540-6261.2009.01527.x     Document Type: Article

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