Showing 1 - 2 of 2
Persistent link: https://www.econbiz.de/10010528799
Controlling for the data-snooping bias, this study aims to identify all outperformers for periods prior to the outbreak of the sub-prime mortgage crisis and to test if any of these in-sample ‘real' top hedge funds survived this credit crunch during the Jul. 2007 to Aug. 2008 (out-of-sample)...
Persistent link: https://www.econbiz.de/10013160204