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