“Habilidad vs suerte en el desempeño de fondos mutuos en Chile” — Análisis boostrap del alfa en fondos mutuos de renta variable
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 distri...
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| Language: | es |
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Universidad de Chile
2012
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| Online Access: | http://www.tesis.uchile.cl/tesis/uchile/2011/ec-armijo_a/html/index-frames.html http://www.repositorio.uchile.cl/handle/2250/108045 |