Work

Survivorship Bias and Investment Style in the Returns of CTAs

Year: 1997

Type: article

Source: The Journal of Portfolio Management

DOI: 10.3905/jpm.1997.409630

Authors: William Fung, David A. Hsieh

Institution: Duke University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2025400769

FWCI: 13.77

Cites:

Cited by: 195

Related to: 10