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Rejoinder: the J-shape of performance persistence given survivorship bias
Brown, Stephen J. - In: The review of economics and statistics 79 (1997) 2, pp. 167-170
Persistent link: https://www.econbiz.de/10001222503
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Offshore hedge funds : survival and performance, 1989 - 95
Brown, Stephen J.; Goetzmann, William N.; Ibbotson, Roger G. - In: The journal of business : B 72 (1999) 1, pp. 91-117
Persistent link: https://www.econbiz.de/10001255829
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Offshore Hedge Funds: Survival and Performance, 1989-95
Brown, Stephen J.; Goetzmann, William N.; Ibbotson, Roger G. - In: The journal of business : B 72 (1999) 1, pp. 91-118
Persistent link: https://www.econbiz.de/10007344683
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OFFSHORE HEDGE FUNDS: SURVIVAL AND PERFORMANCE 1989-1995
Brown, Stephen J.; Goetzmann, William N.; Ibbotson, Roger G. - 1997
Persistent link: https://www.econbiz.de/10006999568
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Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias
Brown, Stephen J.; Goetzmann, William N.; Ibbotson, Roger G. - In: The Review of Economics and Statistics 79 (1997) 2, pp. 167-170
Hendricks, Patel, and Zeckhauser (1997) (HPZ) find that the response of current to past returns for mutual funds in the presence of survivorship is nonlinear. In our rejoinder to their paper, we verify their results through simulation, provide some intuition for why the result is true, and...
Persistent link: https://www.econbiz.de/10005075974
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History and equity risk premium
Goetzmann, William N.; Ibbotson, Roger G. - In: Handbook of the equity risk premium, (pp. 515-529). 2008
Persistent link: https://www.econbiz.de/10003599032
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The "worldwide equity premium: a smaller puzzle" and "History and equity risk premium": discussion
LeRoy, Stephen F. - In: Handbook of the equity risk premium, (pp. 530-534). 2008
Persistent link: https://www.econbiz.de/10003599039
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Factores macroeconómicos y el mercado bursátil español
González Bueno, César - In: Información comercial española : ICE : revista de … (1991), pp. 110-121
Persistent link: https://www.econbiz.de/10001101098
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A new historical database for the NYSE 1815 to 1925: Performance and predictability
Goetzmann, William N.; Ibbotson, Roger G.; Peng, Liang - In: Journal of Financial Markets 4 (2001) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10005320056
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THE PERFORMANCE OF REAL ESTATE AS AN ASSET CLASS
Goetzmann, William N.; Ibbotson, Roger G. - In: Journal of Applied Corporate Finance 3 (1990) 1, pp. 65-76
Persistent link: https://www.econbiz.de/10005260836