Rejoinder: the J-shape of performance persistence given survivorship bias
Year of publication: |
1997
|
---|---|
Authors: | Brown, Stephen J. |
Other Persons: | Goetzmann, William N. (contributor) ; Ibbotson, Roger G. (contributor) ; Ross, Stephen A. (contributor) |
Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 79.1997, 2, p. 167-170
|
Subject: | Kapitaleinkommen | Capital income | Investmentfonds | Investment Fund | Systematischer Fehler | Bias |
-
Survivorship bias and attrition effects in measures of performance persistence
Carpenter, Jennifer N., (1999)
-
Performance characteristics of hedge funds and commodity funds : natural vs. spurious biases
Fung, William, (2000)
-
Hedge funds : the living and the dead
Liang, Bing, (2000)
- More ...
-
Rejoinder: The J-Shape Of Performance Persistence Given Survivorship Bias
Brown, Stephen J., (1997)
-
Offshore Hedge Funds: Survival and Performance, 1989-1995
Brown, Stephen J., (1998)
-
Offshore Hedge Funds: Survival & Performance 1989-1995
Brown, Stephen J., (1998)
- More ...