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

G. Baquero, J.R. Ter Horst, M.J.C.M. Verbeek

Research output: Contribution to journalArticleScientificpeer-review

Original languageEnglish
Pages (from-to)493-517
JournalJournal of Financial and Quantitative Analysis
Volume40
Issue number3
Publication statusPublished - 2005

Cite this

Baquero, G., Ter Horst, J. R., & Verbeek, M. J. C. M. (2005). Survival, look-ahead bias and the persistence in hedge fund performance. Journal of Financial and Quantitative Analysis, 40(3), 493-517.
Baquero, G. ; Ter Horst, J.R. ; Verbeek, M.J.C.M. / Survival, look-ahead bias and the persistence in hedge fund performance. In: Journal of Financial and Quantitative Analysis. 2005 ; Vol. 40, No. 3. pp. 493-517.
@article{1d1d9efd99d14b3fb943dcee62aeb36d,
title = "Survival, look-ahead bias and the persistence in hedge fund performance",
author = "G. Baquero and {Ter Horst}, J.R. and M.J.C.M. Verbeek",
note = "DP 2002-111",
year = "2005",
language = "English",
volume = "40",
pages = "493--517",
journal = "Journal of Financial and Quantitative Analysis",
issn = "0022-1090",
publisher = "Cambridge University Press",
number = "3",

}

Baquero, G, Ter Horst, JR & Verbeek, MJCM 2005, 'Survival, look-ahead bias and the persistence in hedge fund performance', Journal of Financial and Quantitative Analysis, vol. 40, no. 3, pp. 493-517.

Survival, look-ahead bias and the persistence in hedge fund performance. / Baquero, G.; Ter Horst, J.R.; Verbeek, M.J.C.M.

In: Journal of Financial and Quantitative Analysis, Vol. 40, No. 3, 2005, p. 493-517.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - Survival, look-ahead bias and the persistence in hedge fund performance

AU - Baquero, G.

AU - Ter Horst, J.R.

AU - Verbeek, M.J.C.M.

N1 - DP 2002-111

PY - 2005

Y1 - 2005

M3 - Article

VL - 40

SP - 493

EP - 517

JO - Journal of Financial and Quantitative Analysis

JF - Journal of Financial and Quantitative Analysis

SN - 0022-1090

IS - 3

ER -