مرکز منطقه ای اطلاع رساني علوم و فناوري - Survivorship bias and attrition effects in measures of performance persistence

Title of article :

Survivorship bias and attrition effects in measures of performance persistence

Author/Authors :

Jennifer N. Carpenter، نويسنده , , Anthony W. Lynch، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1999

Pages :

From page :

337

To page :

374

Keywords :

Survivorship bias , Attrition , reversals , Persistence , Mutual funds

Journal title :

Journal of Financial Economics

Serial Year :

1999

Journal title :

Journal of Financial Economics

Record number :

257401

Link To Document :