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| Tekijä: | Carhart, M. M. (et al.) |
| Otsikko: | Mutual fund survivorship |
| Lehti: | Review of Financial Studies
2002 : WINTER, VOL. 15:5, p. 1439-1463 |
| Asiasana: | Unit trusts Performance management USA |
| Vapaa asiasana: | Mutual funds |
| Kieli: | eng |
| Tiivistelmä: | 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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