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

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	English
Pages (from-to)	493-517
Journal	Journal of Financial and Quantitative Analysis
Volume	40
Issue number	3
Publication status	Published - 2005

Cite this

@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",

}