Survivorship bias and attrition effects in measures of performance persistence
Year of publication: |
1999
|
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Authors: | Carpenter, Jennifer N. ; Lynch, Anthony W. |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 54.1999, 3, p. 337-374
|
Subject: | Investmentfonds | Investment Fund | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Systematischer Fehler | Bias | Simulation | Theorie | Theory |
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