The fix is in : properly backing out backfill bias
Year of publication: |
2019
|
---|---|
Authors: | Jorion, Philippe ; Schwarz, Christopher |
Published in: |
The review of financial studies. - Oxford : Oxford University Press, ISSN 1465-7368, ZDB-ID 1467494-4. - Vol. 32.2019, 12, p. 5048-5099
|
Subject: | truncation | Hedgefonds | Hedge fund | Rentabilität | Profitability | Fehlende Daten | Missing data | Systematischer Fehler | Bias | Schätzung | Estimation | Welt | World | 1994-2015 |
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