Picking through the alpha Graveyard correcting for survivorship bias in investment product universes
Gregory C. Allen, Ivan S. Cliff and Walter J. Meerschaert
| Year of publication: |
2018
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|---|---|
| Authors: | Allen, Gregory C. ; Cliff, Ivan S. ; Meerschaert, Walter J. |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 16.2018, 3, p. 46-57
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| Subject: | Survivorship bias | ranking | peer comparison | peer group ranking | peer group distribution | universe ranking | universe distribution | return distribution | Hochschule | Higher education institution | Ranking-Verfahren | Ranking method | Soziale Gruppe | Social group | Systematischer Fehler | Bias | Kapitaleinkommen | Capital income | Vergleich | Comparison | Universitäre Forschung | University research |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011923027