Survivorship bias and attrition effects in measures of performance persistence
Open Access
- 1 December 1999
- journal article
- Published by Elsevier in Journal of Financial Economics
- Vol. 54 (3) , 337-374
- https://doi.org/10.1016/s0304-405x(99)00040-9
Abstract
No abstract availableKeywords
All Related Versions
This publication has 19 references indexed in Scilit:
- The Performance of Hedge Funds: Risk, Return, and IncentivesThe Journal of Finance, 1999
- Offshore Hedge Funds: Survival and Performance, 1989–95The Journal of Business, 1999
- Evaluating Mutual Fund PerformanceSSRN Electronic Journal, 1998
- The J-Shape of Performance Persistence Given Survivorship BiasThe Review of Economics and Statistics, 1997
- Rejoinder: The J-Shape of Performance Persistence Given Survivorship BiasThe Review of Economics and Statistics, 1997
- Multifactor Explanations of Asset Pricing AnomaliesThe Journal of Finance, 1996
- The Persistence of Risk-Adjusted Mutual Fund PerformanceThe Journal of Business, 1996
- Do Winners Repeat?The Journal of Portfolio Management, 1994
- Survivorship Bias in Performance StudiesThe Review of Financial Studies, 1992
- Does the Stock Market Overreact?The Journal of Finance, 1985