Investing in mutual funds: are you paying for performance or for the ties of the manager?
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More about this item
Keywords
Hurst exponent; Rescaled Range Analysis; Long Memory; Surrogate Data Analysis; Bootstrap; Mutual Fund Performance; Morning Star.;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
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