Browsing by Keyword "False Discovery Rate; Persistence; Mutual Funds"
Now showing items 1-1 of 1
-
False Discoveries and Luck in the Brazilian Equity Fund Market
2021-08-20In this study I investigate the performance of equity funds in Brazil between January 2001 and January 2021. I do that by applying the False Discovery Rate methodology to the entire sample, as well as to sub-samples separated ...