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return persistence performance look-ahead bias period quarter liquidation look-ahead sample model result decile self-selection estimate table probability investment style number fund performance survival ter horst journal fund returns horst horizon study performance persistence pattern paper finance verbeek self-selection bias report database attrition impact correction approach value analysis observation survivorship tass database section incentive error market investor portfolio estimation effect fund liquidation investment style method coefficient al.r journal equity money asset value evaluation period survivorship bias goetzmann process fund i weighting procedure liquidation bias management manager information fund industry procedure future equation asset growth sample period agarwal survival model persistence pattern
6 Most Recent Publications
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Fund Liquidation, Self-selection, and Look-ahead Bias in the Hedge Fund Industry
(Article)
Horst, J.R. ter Verbeek, M.J.C.M. |
2007-12-01
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Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance
(Article)
Baquero, G. Horst, J.R. ter Verbeek, M.J.C.M. |
2005-01-01
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Fund liquidation, self-selection and look-ahead bias in the hedge fund industry
(Research Paper)
Horst, J.R. ter Verbeek, M.J.C.M. |
2004-12-10
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Survival, Look-Ahead Bias and the Persistence in Hedge Fund Performance
(Research Paper)
Baquero, G. Horst, J.R. ter Verbeek, M.J.C.M. |
2002-11-19
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Eliminating Look-Ahead Bias in Evaluating Persistence in Mutual Fund Performance
(Article)
Horst, J.R. ter Nijman, T.E. Verbeek, M.J.C.M. |
2001-09-01
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Estimating Short-Run Persistence in Mutual Fund Performance
(Article)
Horst, J.R. ter Verbeek, M.J.C.M. |
2000-01-01
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