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

GP Baquero, JR ter Horst, Marno Verbeek

Research output: Contribution to journalArticleAcademicpeer-review

109 Citations (Scopus)

Abstract

We analyze the performance persistence in hedge funds taking into account look-a
Original languageEnglish
Pages (from-to)493-517
Number of pages25
JournalJournal of Financial and Quantitative Analysis
Volume40
Issue number3
Publication statusPublished - 2005

Research programs

  • RSM F&A

Cite this