Fund Liquidation, Self-selection, and Look-ahead Bias in the Hedge Fund Industry*

DOI10.1093/rof/rfm012zbMath1151.91719OpenAlexW2124149877MaRDI QIDQ5438490

Jenke Ter Horst, Marno Verbeek

Publication date: 23 January 2008

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: http://repub.eur.nl/pub/1822

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

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