On Persistence in Mutual Fund Performance
Has this study been replicated?
The atlas records 1 replication of this study. Recorded outcomes: 1 failed.
Replications
- Carhart (1997) Mutual Fund Performance Persistence Disappears Out of Sample, Choi & Zhao (2021). Outcome recorded: failed.
We find that significant performance persistence does not exist in the post-Carhart 1994 to 2018 period.
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