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Eliminating biases in evaluating mutual fund performance from a survivorship free sample

Horst, Jenke R. ter - 1998

Persistent link: https://www.econbiz.de/10000989950

Estimating short-run persistence in mutual fund performance

Horst, Jenke R. ter; Verbeek, Marno - In: The review of economics and statistics 82 (2000) 4, pp. 646-655

Persistent link: https://www.econbiz.de/10001533480

Estimating short-run persistence in mutual fund performance

Horst, Jenke R. ter; Verbeek, Marno - 1997

Persistent link: https://www.econbiz.de/10000674748

Eliminating biases in evaluating mutual fund performance from a survivorship free sample

Horst, Jenke R. ter; Nijman, Theodore E.; Verbeek, Marno - 1998

Persistent link: https://www.econbiz.de/10000986461

Eliminating look-ahead bias in evaluating persistence in mutual fund performance

Horst, Jenke R. ter; Nijman, Theodore E.; Verbeek, Marno - In: Journal of empirical finance 8 (2001) 4, pp. 345-373

Persistent link: https://www.econbiz.de/10001607050

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

Survival, look-ahead bias and the persistence in Hedge fund performance

Baquero, Guillermo (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001713910

Estimating short-run persistence in mutual fund performance

Horst, Jenke R. ter; Verbeek, Marno - 1997

Persistent link: https://www.econbiz.de/10000956830

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

A Random Walk by Fund of Funds Managers?

de Roon, Frans - 2010

This paper investigates whether hedge fund of funds managers invest in single-strategy hedge funds in a random fashion. By examining the underlying single-strategy hedge funds from which a fund of funds can select, we find that single-strategy hedge funds added to the portfolio of funds of funds...

Persistent link: https://www.econbiz.de/10013146719