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Original Articles

The truth about mutual funds across Europe

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Pages 687-692 | Published online: 10 Feb 2011

References

  • Benjamini , Y. and Hochberg , Y. 1995 . Controlling the false discovery rate: a practical and powerful approach to multiple testing . Journal of the Royal Statistical Society B , 57 : 289 – 300 .
  • Benjamini , Y. and Yekutieli , D. 2001 . The control of the false discovery rate in multiple testing under dependency . The Annals of Statistics , 29 : 1165 – 88 .
  • Carhart , M. 1997 . On persistence in mutual fund performance . The Journal of Finance , 52 : 57 – 82 .
  • Sainz , J. , Grau , P. and Doncel , L. 2006 . Mutual fund performance and benchmark choice: the Spanish case . Applied Financial Economics Letters , 3 : 310 – 21 .
  • Storey , J. D. 2002 . A direct approach to false discovery rates . Journal of the Royal Statistical Society B , 64 : 479 – 98 .

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