Horst, J.R. ter; Verbeek, M.J.C.M. - Erasmus Research Institute of Management (ERIM), ERIM … - 2004
analyze persistence in hedge fund performance over the period 1994-2000, taking into account the above biases. The results … vendors and may decide to stop doing so. By extending existing methodology, we
analyze persistence in hedge fund performance …: Hedging, prestatiebeoordeling, 1994-2000
Free keywords Hedge funds, survival, self-selection, look-ahead bias, performance …