Survivorship bias and investment style in the returns of CTAs: The information content of performance track records
Publication
, Journal Article
Fung, W; Hsieh, DA
Published in: Journal of Portfolio Management
January 1, 1997
Duke Scholars
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Published In
Journal of Portfolio Management
DOI
ISSN
0095-4918
Publication Date
January 1, 1997
Volume
24
Issue
1
Start / End Page
30 / 41
Related Subject Headings
- Finance
- 3502 Banking, finance and investment
- 1502 Banking, Finance and Investment
Citation
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MLA
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Fung, W., & Hsieh, D. A. (1997). Survivorship bias and investment style in the returns of CTAs: The information content of performance track records. Journal of Portfolio Management, 24(1), 30–41. https://doi.org/10.3905/jpm.1997.409630
Fung, W., and D. A. Hsieh. “Survivorship bias and investment style in the returns of CTAs: The information content of performance track records.” Journal of Portfolio Management 24, no. 1 (January 1, 1997): 30–41. https://doi.org/10.3905/jpm.1997.409630.
Fung W, Hsieh DA. Survivorship bias and investment style in the returns of CTAs: The information content of performance track records. Journal of Portfolio Management. 1997 Jan 1;24(1):30–41.
Fung, W., and D. A. Hsieh. “Survivorship bias and investment style in the returns of CTAs: The information content of performance track records.” Journal of Portfolio Management, vol. 24, no. 1, Jan. 1997, pp. 30–41. Scopus, doi:10.3905/jpm.1997.409630.
Fung W, Hsieh DA. Survivorship bias and investment style in the returns of CTAs: The information content of performance track records. Journal of Portfolio Management. 1997 Jan 1;24(1):30–41.
Published In
Journal of Portfolio Management
DOI
ISSN
0095-4918
Publication Date
January 1, 1997
Volume
24
Issue
1
Start / End Page
30 / 41
Related Subject Headings
- Finance
- 3502 Banking, finance and investment
- 1502 Banking, Finance and Investment