Construct · 1 fields · 1 citations

false discoveries in fund performance: a standalone construct

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Finance

the share of funds that appear to beat the market only by chance, estimated with methods that control for many simultaneous tests.

In finance, false discoveries in fund performance refers to the share of funds that appear to beat the market only by chance, estimated with methods that control for many simultaneous tests. This meaning comes from Barras (2010) in The Journal of Finance.[1]

Unit
Recovery means
Measured by

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Nearby constructs

beat3 fields · 6 citationsjingle · one word, three constructs chance4 fields · 6 citationsjingle · one word, four constructs control4 fields · 5 citationsjingle · one word, four constructs

References

Barras, L., Scaillet, O., & Wermers, R. (2010). False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas. The Journal of Finance, 65(1), 179-216. https://doi.org/10.1111/j.1540-6261.2009.01527.x

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