Search Results - subject:"Survivorship bias"

Mutual funds in Greece: case study of domestic equity mutual funds during a financial crisis

Koutsokostas, Drosos; Papathanasiou, Spyros - In: Managerial Finance 43 (2017) 7, pp. 812-827

-2016. Design/methodology/approach Utilizing a survivorship-bias-controlled sample of 25 funds and daily data, the authors use …

Persistent link: https://www.econbiz.de/10014941839

Typical and tail performance of Canadian equity SRI mutual funds

Ayadi, Mohamed A.; Ben-Ameur, Hatem; Kryzanowski, Lawrence - In: Journal of financial services research : JFSR 50 (2016) 1, pp. 57-94

Persistent link: https://www.econbiz.de/10011667782

Understanding poverty among the elderly in India: implications for social pension policy

Pal, Sarmistha; Palacios, Robert - 2008

The Government of India is implementing a new policy which dramatically increases funding for a cash transfer program targeted to the poor elderly. The expansion of this 'social pension' in terms of coverage and benefit levels is taking place with little understanding of poverty among India's...

Persistent link: https://www.econbiz.de/10010268610

Understanding Poverty among the Elderly in India: Implications for Social Pension Policy

Pal, Sarmistha; Palacios, Robert - Institute for the Study of Labor (IZA) - 2008

contribution, survivorship bias Corresponding author: Sarmistha Pal Department of Economics and Finance Brunel University … work; in particular, a survivorship bias driven by higher mortality rates among the lifetime poor is detected. We test … for this ‘survivorship bias’ in several ways (e.g., using various available data-sets) all of which support the …

Persistent link: https://www.econbiz.de/10005761825

Does survivorship bias really matter? An empirical investigation into its effects on the mean reversion of share returns on the JSE Securities Exchange (1984-2006)

Gilbert, Evan; Strugnell, Dave - Department of Economics, Fakulteit Ekonomiese en … - 2008

This paper tests for the impact of survivorship bias by building on the work of Cubbin, Eidne, Firer and Gilbert (2006 … to include all delisted shares in the study to avoid the effects of survivorship bias. This paper updates both studies by … extending the period for a further 21 months, and then quantifies the impact of survivorship bias by comparing the results …

Persistent link: https://www.econbiz.de/10005187833

Mutual fund corporate culture and performance

Gottesman, Aron A.; Morey, Matthew R. - In: Review of financial economics : RFE 21 (2012) 2, pp. 69-81

Persistent link: https://www.econbiz.de/10009666034

Mutual fund corporate culture and performance

Gottesman, Aron; Morey, Matthew - In: Review of Financial Economics 21 (2012) 2, pp. 69-81

-adjusted performance of domestic equity funds over the period 2005–2010. Using methods that are robust to survivorship bias, we find there …

Persistent link: https://www.econbiz.de/10010577826

Dynamics of self-rated health and selective mortality

Heiss, Florian - In: Empirical Economics 40 (2011) 1, pp. 119-140

Persistent link: https://www.econbiz.de/10008925372

Double then Nothing: Why Stock Investments Relying on Simple Heuristics May Disappoint

Foerster, Stephen - In: Review of Behavioral Finance 3 (2011) November, pp. 115-140

Behavioral researchers argue that although individuals often rely on heuristics or rules of thumb that reduce the complexity involved in predicting values, such heuristics can lead to severe and systematic errors. I test this argument in an investment context by focusing on a simple heuristic...

Persistent link: https://www.econbiz.de/10010561773

Double then Nothing: Why Stock Investments Relying on Simple Heuristics May Disappoint

Foerster, Stephen - In: Review of Behavioural Finance 3 (2011) 2, pp. 115-140

Persistent link: https://www.econbiz.de/10014990028