Publications

Explore 5,140 academic publications

Showing 12 of 5,140 publications

Bootstrap Methods: Another Look at the Jackknife

We discuss the following problem: given a random sample $\\mathbf{X} = (X_1, X_2, \\cdots, X_n)$ from an unknown probability distribution $F$, estimate the sampling distribution...

1979 The Annals of Statistics 16966 citations

On Persistence in Mutual Fund Performance

ABSTRACT Using a sample free of survivor bias, I demonstrate that common factors in stock returns and investment expenses almost completely explain persistence in equity mutual ...

1997 The Journal of Finance 16548 citations