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)


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
Issue number3
Publication statusPublished - 2005

Research programs

  • RSM F&A

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