Craig G. Rennie
Affiliation confirmed via AI analysis of OpenAlex, ORCID, and web sources.
Researcher
Faculty Researcher
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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: 155
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)
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Selection and Timing Skill in Bond Mutual Fund Returns: Evidence from Bootstrap Simulations (2024)
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Bond vs. Equity Mutual Fund Performance using False Discovery Rate (FDR) (2024)
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Bond Mutual Fund Performance: Evidence from the Skill Ratio and False Discovery Rate (2024)
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Rebsamen investment fund integration in finance education (2019)
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CEO Cash and Stock‐Based Compensation Changes, Layoff Decisions, and Shareholder Value (2007)
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The Evolution of Corporate Governance and Firm Performance in Transition Economies: The Case of Sellier and Bellot in the Czech Republic (2007)
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CEO EQUITY PORTFOLIO INCENTIVES AND LAYOFF DECISIONS (2007)
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Legal Systems, Corporate Governance, and Firm Performance in the Czech Republic: The Case of Sellier and Bellot (2005)
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The Evolution of Corporate Governance and Firm Performance in Emerging Markets: The Case of Sellier and Bellot (2004)
Collaboration Network
Top Collaborators
- 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 vs. Equity Mutual Fund Performance Using False Discovery Rate (FDR)
- 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 vs. Equity Mutual Fund Performance Using False Discovery Rate (FDR)
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