search query: @journal_id 798 / total: 230
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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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