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