Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance

G. Baquero, Jenke ter Horst () and Marno Verbeek

No 2002-111, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: hedging; performance measurement; investment trusts (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (3)

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Related works:
Journal Article: Survival, Look-Ahead Bias, and Persistence in Hedge Fund Performance (2005)
Working Paper: Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance (2002)
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