Mutual Fund Survivorship
This paper offers a comprehensive study of survivorship issues, in the context of mutual fund research, using the mutual fund data set of Carhart (1997). We find that funds in our sample disappear primarily because of multi-year poor performance.(...)
Year of publication: |
2001-08-09
|
---|---|
Authors: | Carhart, Mark M. ; Carpenter, Jennifer N. ; Lynch, Anthony W. ; Musto, David K. |
Publisher: |
Salomon Center <New York, NY> |
Subject: | Investmentfonds | Empirische Forschung | empirical research | Leistungsbewertung |
Saved in:
freely available