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aggregate database than from some of the individual commercial databases. Although hedge funds deliver performance persistence …This paper proposes a novel database merging approach and re-examines the fundamental questions regarding hedge fund … performance. Before drawing conclusions about fund performance, we form an aggregate database by exploiting all available …
Persistent link: https://www.econbiz.de/10012889857
aggregate database than from some of the individual commercial databases. Although hedge funds deliver performance persistence …This paper proposes a novel database merging approach and re-examines the fundamental questions regarding hedge fund … performance. Before drawing conclusions about fund performance, we form an aggregate database by exploiting all available …
Persistent link: https://www.econbiz.de/10012905748
This paper describes an effort to extend the record of US stock market returns past the 1871 terminus of the Cowles (1938) data familiar from Schiller (2015). I combined the archival data supplied by Goetzmann, Ibbotson and Peng (2001) with data supplied by Sylla, Wilson and Wright (2006), and...
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