Federal ID: 91-6001537
ISSN: 0022-1090 (Print) | 1756-6916 (Online)
Mutual Funds’ Conditional Performance Free of Data Snooping Bias
Po-Hsuan Hsu, Ioannis Kyriakou, Tren Ma, and Georgios Sermpinis ♦ We introduce a test to assess mutual funds’ “conditional” performance that is based on updated information and corrects data snooping bias. Our method, named the functional False Discovery Rate “plus”…