Carhart (1997) Mutual Fund Performance Persistence Disappears Out of Sample
Has this study been replicated?
This paper is itself a replication attempt. The study it set out to replicate is listed below.
Study replicated
- On Persistence in Mutual Fund Performance, Carhart (1997). The Journal of Finance. View paper
Cite this record
Choi, J. J., & Zhao, K. (2021). Carhart (1997) Mutual Fund Performance Persistence Disappears Out of Sample. Critical Finance Review, 10(2), 263–270. https://doi.org/10.1561/104.00000103
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