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Survival, look-ahead bias ant [and] the persistence in hedge fund performance
Baquero, Guillermo (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001733013
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Survival, look-ahead bias and the persistence in Hedge fund performance
Baquero, Guillermo (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001713910
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Style chasing by hedge fund investors
Horst, Jenke R. ter; Salganik, Galla - In: Journal of banking & finance 39 (2014), pp. 29-42
Persistent link: https://www.econbiz.de/10010340774
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Survival, look-ahead bias, and persistence in hedge fund performance
Baquero, Guillermo; Horst, Jenke R. ter; Verbeek, Marno - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 3, pp. 493-518
Persistent link: https://www.econbiz.de/10003160309
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Hedging pressure effects in futures markets
Roon, Frans de; Nijman, Theodore E.; Veld, Chris H. - In: The journal of finance : the journal of the American … 55 (2000) 3, pp. 1437-1456
Persistent link: https://www.econbiz.de/10001497632
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An empirical analysis of the hedging effectiveness of currency futures
Jong, Abe de; Roon, Frans de; Veld, Chris H. - 1995
Persistent link: https://www.econbiz.de/10000926875
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Analyzing specification errors in models for future risk premia with hedging pressures
Roon, Frans de; Nijman, Theodore E.; Veld, Chris H. - 1997
Persistent link: https://www.econbiz.de/10000969027
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Analyzing specification errors in models for futures risk premia with hedging pressure
Roon, Frans de; Nijman, Theodore E.; Veld, Chris H. - 1997
Persistent link: https://www.econbiz.de/10000975669
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Out-of-sample hedging effectiveness of currency futures for alternative models and hedging strategies
Jong, Abe de - In: The journal of futures markets 17 (1997) 7, pp. 817-837
Persistent link: https://www.econbiz.de/10001228460