“Habilidad vs suerte en el desempeño de fondos mutuos en Chile” — Análisis boostrap del alfa en fondos mutuos de renta variable

dc.contributor	Stein Bronfman, Roberto
dc.contributor	Núñez Errázuriz, Javier
dc.contributor	Facultad de Economía y Negocios
dc.contributor	Escuela de Economía y Administración
dc.creator	Armijo Adonis, Jaime Antonio
dc.date.accessioned	2012-09-12T18:47:33Z
dc.date.available	2012-09-12T18:47:33Z
dc.date.created	2012-09-12T18:47:33Z
dc.date.issued	2011
dc.identifier	http://repositorio.uchile.cl/handle/2250/108045
dc.description.abstract	This article applies a new methodology to determinate the existence of skill in Chilean equity mutual fund management in 2001-2008. We use bootstrap methodology to distinguish between skill and luck in the ex-post performance of fund. This statistical technique considers the complex non-nomal distribution of cross-sectional alphas due to heterogeneous risk-taking across funds and non-normalities in individual fund alphas distributions
dc.language	es
dc.publisher	Universidad de Chile
dc.subject	Mención Administración
dc.subject	Fondos mutuos
dc.subject	Rentas variables
dc.title	“Habilidad vs suerte en el desempeño de fondos mutuos en Chile” — Análisis boostrap del alfa en fondos mutuos de renta variable
dc.type	Tesis