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outcome of a fairly recent trend in database marketing, namely the emergence of co-operative databases … using co-operative databases. We illustrate this framework in context of the optimal selection of customers for direct mail …
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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 …
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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/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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This paper formally analyzes the biases related to self-reporting in hedge fund databases by matching the quarterly … equity holdings of a complete list of 13F-filing hedge fund companies to the union of five major commercial databases of self …
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