Survivorship Bias and Investment Style in the Returns of CTAs

• 31 October 1997
• journal article
• Published by With Intelligence LLC in The Journal of Portfolio Management
• Vol. 24  (1) , 30-41
• https://doi.org/10.3905/jpm.1997.409630

Abstract

Keywords

• SURVIVORSHIP BIAS
• INVESTMENT STYLE
• BIAS AND INVESTMENT
• RETURNS OF CTAS