Survivorship bias and investment style in the returns of CTAs: The information content of performance track records
Published
Journal Article
Full Text
Duke Authors
Cited Authors
- Fung, W; Hsieh, DA
Published Date
- January 1, 1997
Published In
Volume / Issue
- 24 / 1
Start / End Page
- 30 - 41
International Standard Serial Number (ISSN)
- 0095-4918
Digital Object Identifier (DOI)
- 10.3905/jpm.1997.409630
Citation Source
- Scopus