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Fund liquidation, self-selection and look-ahead bias in the hedge fund industry
Horst, J.R. ter; Verbeek, M.J.C.M. - Erasmus Research Institute of Management (ERIM), ERIM … - 2004
A wide range of empirical biases hampers hedge fund databases. In this paper we focus upon survival-related biases and …
Persistent link: https://www.econbiz.de/10005288506
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Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance
Baquero, G.; Horst, J.R. ter; Verbeek, M.J.C.M. - Erasmus Research Institute of Management (ERIM), ERIM … - 2002
negative survival-related biases are sometimes suggested to cancel out. At horizons of one and four quarters, we find clear …
Persistent link: https://www.econbiz.de/10005288587
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Setting Up a Business in the Netherlands
Gelderen, A.M. van; Bosma, N.; Thurik, A.R. - Erasmus Research Institute of Management (ERIM), ERIM … - 2001
Why does one person actually succeed in starting a business, while a second gives up, and a third is still trying? To answer this question, a longitudinal study was set up in which 330 nascent entrepreneurs (people setting up a business) were followed over a one-year period. After one year, 47%...
Persistent link: https://www.econbiz.de/10005256425