Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance
Year of publication: |
2002-11-19
|
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Authors: | Verbeek, Marno ; Baquero, G. ; ter Horst, ter Horst, J.R. |
Institutions: | Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam |
Subject: | hedge funds | individual profiles | investments | performance measurement | survival |
Extent: | application/pdf |
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Series: | ERIM Report Series Research in Management. - ISSN 1566-5283. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:ems:eureri Number ERS-2002-104-F&A |
Classification: | G13 - Contingent Pricing; Futures Pricing ; G3 - Corporate Finance and Governance ; G31 - Capital Budgeting; Investment Policy ; M - Business Administration and Business Economics; Marketing; Accounting ; M41 - Accounting |
Source: |
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Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance
Baquero, G., (2002)
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A Portrait of Hedge Fund Investors: Flows, Performance and Smart Money
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