Survival, look-ahead bias and the persistence in hedge fund performance
Baquero,G. ; Ter Horst,J.R. ; Verbeek,M.J.C.M.
Baquero,G.
Ter Horst,J.R.
Verbeek,M.J.C.M.
Abstract
Description
DP 2002-111
Date
2005
Journal Title
Journal ISSN
Volume Title
Publisher
Research Projects
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Keywords
Citation
Baquero, G, Ter Horst, J R & Verbeek, M J C M 2005, 'Survival, look-ahead bias and the persistence in hedge fund performance', Journal of Financial and Quantitative Analysis, vol. 40, no. 3, pp. 493-517.
License
info:eu-repo/semantics/restrictedAccess
