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| Author: | Carhart, M. M. (et al.) |
| Title: | Mutual fund survivorship |
| Journal: | Review of Financial Studies
2002 : WINTER, VOL. 15:5, p. 1439-1463 |
| Index terms: | Unit trusts Performance management USA |
| Freeterms: | Mutual funds |
| Language: | eng |
| Abstract: | The article provides a comprehensive study of survivorship issues using the mutual fund data of Carhart (J. of Finance 50(1997)679-698). The authors demonstrate that when survival depends on multiperiod performance, the survivorship bias in average performance typically increases with the sample length. |
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