Craig G. Rennie Data-verified
Affiliation confirmed via AI analysis of OpenAlex, ORCID, and web sources.
Researcher
faculty
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Biography and Research Information
OverviewAI-generated summary
Craig G. Rennie's research focuses on the analysis of mutual fund performance, specifically investigating selection and timing skills within bond mutual funds. His work employs statistical methods such as bootstrap simulations and the false discovery rate (FDR) to evaluate fund performance and differentiate skill from random chance. Rennie has published multiple studies on this topic, with recent work appearing in 2024, 2025, and 2026. His research also includes comparative analyses, examining bond versus equity mutual fund performance using the FDR metric. Rennie collaborates with other researchers at the University of Arkansas at Fayetteville, including Lifa Huang, with whom he has co-authored six publications. His scholarly contributions are reflected in an h-index of 5 and over 150 citations across his published works.
Metrics
- h-index: 5
- Publications: 15
- Citations: 152
Selected Publications
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Bond vs. Equity Mutual Fund Performance Using False Discovery Rate (FDR) (2026)
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Bond mutual fund performance: Evidence from the skill ratio and false discovery rate (2025)
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Selection and Timing Skill in Bond Mutual Fund Returns: Evidence from Bootstrap Simulations (2025)
Collaboration Network
Top Collaborators
- Selection and Timing Skill in Bond Mutual Fund Returns: Evidence from Bootstrap Simulations
- Selection and Timing Skill in Bond Mutual Fund Returns: Evidence from Bootstrap Simulations
- Bond Mutual Fund Performance: Evidence from the Skill Ratio and False Discovery Rate
- Bond mutual fund performance: Evidence from the skill ratio and false discovery rate
- Bond vs. Equity Mutual Fund Performance using False Discovery Rate (FDR)
Showing 5 of 6 shared publications
- Selection and Timing Skill in Bond Mutual Fund Returns: Evidence from Bootstrap Simulations
- Selection and Timing Skill in Bond Mutual Fund Returns: Evidence from Bootstrap Simulations
- Bond Mutual Fund Performance: Evidence from the Skill Ratio and False Discovery Rate
- Bond mutual fund performance: Evidence from the skill ratio and false discovery rate
- Bond vs. Equity Mutual Fund Performance using False Discovery Rate (FDR)
- Bond vs. Equity Mutual Fund Performance Using False Discovery Rate (FDR)
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