Hidden Survivorship in Hedge Fund Returns
- 1 March 2010
- journal article
- Published by Taylor & Francis in CFA Magazine
- Vol. 66 (2) , 69-74
- https://doi.org/10.2469/faj.v66.n2.1
Abstract
No abstract availableThis publication has 8 references indexed in Scilit:
- Measurement Biases in Hedge Fund Performance Data: An UpdateCFA Magazine, 2009
- The Risk of Emerging Hedge Fund ManagersThe Journal of Investing, 2009
- Do hedge funds deliver alpha? A Bayesian and bootstrap analysis☆Journal of Financial Economics, 2007
- Hedge Funds: Risk and ReturnCFA Magazine, 2005
- Survival, Look-Ahead Bias, and Persistence in Hedge Fund PerformanceJournal of Financial and Quantitative Analysis, 2005
- Mutual Fund SurvivorshipThe Review of Financial Studies, 2002
- Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious BiasesJournal of Financial and Quantitative Analysis, 2000
- Performance PersistenceThe Journal of Finance, 1995