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Overview page. Subjects: Computing.

When a computer or a user is directly connected into a network and is capable of interacting with it, for example by querying the contents of a database.

See overview in Oxford Index

Detecting Repeatable Performance

Campbell R Harvey and Yan Liu.

in The Review of Financial Studies

July 2018; p ublished online February 2018 .

Journal Article. Subjects: Economics; Financial Institutions and Services; Investment Banking. 27326 words.

Abstract

Past fund performance does a poor job of predicting future outcomes. The reason is noise. Using a random effects framework, we reduce the noise by...