Tristan Caulfield

University College London

Gower Street

London, WC1E 6BT

United Kingdom

SCHOLARLY PAPERS

2

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351

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Scholarly Papers (2)

New Evidence on Mutual Fund Performance: A Comparison of Alternative Bootstrap Methods

Number of pages: 44 Posted: 21 Oct 2015
David P. Blake, Tristan Caulfield, Christos Ioannidis and Ian Tonks
City, University of London, University College London, University of Bath-Department of Economics and University of Bristol
Downloads 271 (140,559)
Citation 2

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mutual funds, unit trusts, open ended investment companies, performance measurement, factor benchmark models, bootstrap methods

New Evidence on Mutual Fund Performance: A Comparison of Alternative Bootstrap Methods

Pensions Institute, Discussion Paper PI-1404
Number of pages: 44 Posted: 22 Mar 2016
David P. Blake, Tristan Caulfield, Christos Ioannidis and Ian Tonks
City, University of London, University College London, University of Bath-Department of Economics and University of Bristol
Downloads 50 (483,530)
Citation 42

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mutual funds, unit trusts, open ended investment companies, performance measurement, factor benchmark models, bootstrap methods

2.

Improved Inference in the Evaluation of Mutual Fund Performance Using Panel Bootstrap Methods

Pensions Institute, Discussion Paper PI-1405
Number of pages: 28 Posted: 22 Mar 2016
David P. Blake, Tristan Caulfield, Christos Ioannidis and Ian Tonks
City, University of London, University College London, University of Bath-Department of Economics and University of Bristol
Downloads 30 (571,667)
Citation 2

Abstract:

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mutual funds, unit trusts, open-ended investment companies, performance measurement, factor benchmark models, panel methods, bootstrap methods.