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

GP Baquero; JR ter Horst; Marno Verbeek

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

GP Baquero
, JR ter Horst
, Marno Verbeek

Department of Finance

External organisation

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

112 Citations (Scopus)

Abstract

We analyze the performance persistence in hedge funds taking into account look-a

Original language	English
Pages (from-to)	493-517
Number of pages	25
Journal	Journal of Financial and Quantitative Analysis
Volume	40
Issue number	3
Publication status	Published - 2005

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RSM F&A

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http://hdl.handle.net/1765/12614

Cite this

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

abstract = "We analyze the performance persistence in hedge funds taking into account look-a",

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year = "2005",

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journal = "Journal of Financial and Quantitative Analysis",

issn = "0022-1090",

publisher = "Cambridge University Press",

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T1 - Survival, Look-Ahead Bias and Persistence in Hedge Fund Performance

AU - Baquero, GP

AU - ter Horst, JR

AU - Verbeek, Marno

PY - 2005

Y1 - 2005

N2 - We analyze the performance persistence in hedge funds taking into account look-a

AB - We analyze the performance persistence in hedge funds taking into account look-a

UR - http://www.jfqa.org

M3 - Article

SN - 0022-1090

VL - 40

SP - 493

EP - 517

JO - Journal of Financial and Quantitative Analysis

JF - Journal of Financial and Quantitative Analysis

IS - 3

ER -

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

Abstract

Research programs

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