Fund liquidation, self-selection, and look-ahead bias in the hedge fund industry
Year of publication: |
2007
|
---|---|
Authors: | Horst, Jenke R. ter ; Verbeek, Marno |
Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford Univ. Press, ISSN 1572-3097, ZDB-ID 2145284-2. - Vol. 11.2007, 4, p. 605-632
|
Subject: | Hedgefonds | Hedge fund | Derivat | Derivative | Kapitaleinkommen | Capital income |
-
Have hedge funds solved the idiosyncratic volatility puzzle?
Bali, Turan G., (2018)
-
The role of derivatives in hedge fund activism
Guo, Jie Michael, (2018)
-
Unobserved performance of hedge funds
Agarwal, Vikas, (2018)
- More ...
-
Eliminating Biases in Evaluating Mutual Fund Performance from a Survivorship Free Sample
Horst, Jenke R. ter, (1998)
-
Estimating short-run persistence in mutual fund performance
Horst, Jenke R. ter, (1997)
-
Eliminating biases in evaluating mutual fund performance from a survivorship free sample
Horst, Jenke R. ter, (1998)
- More ...