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19-029/IV - Constructing and using double-adjusted alphas to analyze mutual fund performance


  • Authors
    Erik Kole, Erasmus University Rotterdam; Reza Brink, Erasmus University Rotterdam
  • Publication date
    April 17, 2019
  • Keywords
    Mutual fund performance, Double-adjusted performance, Firm characteristics, Hierarchical Bayes
  • JEL
    C11, G11, G23