Fund Liquidation, Self-Selection and Look-Ahead Bias in the Hedge Fund Industry
Year of publication: |
[2005]
|
---|---|
Authors: | ter Horst, Jenke |
Other Persons: | Verbeek, Marno (contributor) |
Publisher: |
[2005]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (32 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 2004, 12 erstellt |
Classification: | G3 - Corporate Finance and Governance ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
A simple method for extracting the probability of default from American put option prices
Chang, Bo Young, (2020)
-
An Empirical Comparison of Default Swap Pricing Models
Houweling, Patrick, (2011)
-
The Use of Derivatives in Nordic Firms
Brunzell, Tor, (2009)
- More ...
-
Survival, Look-Ahead Bias and the Performance of Hedge Funds
Baquero, Guillermo, (2007)
-
Fund Liquidation, Self-Selection and Look-Ahead Bias in the Hedge Fund Industry
ter Horst, Jenke, (2008)
-
Survival, Look-Ahead Bias, and Persistence in Hedge Fund Performance
Baquero, Guillermo, (2007)
- More ...