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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

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“Habilidad vs suerte en el desempeño de fondos mutuos en Chile” — Análisis boostrap del alfa en fondos mutuos de renta variable

Armijo Adonis, Jaime Antonio January 2011 (has links)
This article applies a new methodology to determinate the existence of skill in Chilean equity mutual fund management in 2001-2008. We use bootstrap methodology to distinguish between skill and luck in the ex-post performance of fund. This statistical technique considers the complex non-nomal distribution of cross-sectional alphas due to heterogeneous risk-taking across funds and non-normalities in individual fund alphas distributions
Mención Administración
Fondos mutuos
Rentas variables

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