Listar COFIN_Articles por fuente "The North American Journal of Economics and Finance, 2016, vol. 36"
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On the robustness of persistence in mutual fund performance
Elsevier (2016)This paper analyzes persistence in US equity mutual fund performance over the period 1990–2015. We apply commonly used measures of persistence, which we test using a set of simulated passive funds. In the first stage we ...
