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Survivor bias in commodity trading advisor performance
3 references·13 citing·50 second hop
Survivor bias in commodity trading advisor performance (1996)Survivor bias in commodity trading adviso…Returns from Investing in Equity Mutual Funds 1971 to 1991 (1995)Returns from Investing in Equ…Advances in Futures and Options Research (1994)Advances in Futures and Optio…Professionally Managed, Publicly Traded Commodity Funds (1987)Professionally Managed, Publi…Hedge Funds: A Dynamic Industry in Transition (2015)Hedge Funds: A Dynamic Indust…Select Information Sources (2012)Select Information SourcesIlliquidity Premia in Asset Returns: An Empirical Analysis of Hedge Funds, Mutual Funds, and US Equity Portfolios (2011)Illiquidity Premia in Asset R…Measuring Funds of Hedge Funds Performance Using Quantile Regressions: Do Experience and Size Matter? 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this work references cited by second hop

References

  • 1995Returns from Investing in Equity Mutual Funds 1971 to 19911,745 cited
  • 1994Advances in Futures and Options Research271 cited
  • 1987Professionally Managed, Publicly Traded Commodity Funds147 cited

Cited by

  • 2000Performance Evaluation of Hedge Funds with Option-Based and Buy-and-Hold Strategies96 cited
  • 2009Illiquidity Premia in Asset Returns: An Empirical Analysis of Hedge Funds, Mutual Funds, and U.S. Equity Portfolios76 cited
  • 1999Hedge Funds versus Managed Futures as Asset Classes68 cited
  • 2015Hedge Funds: A Dynamic Industry in Transition64 cited
  • 1998A dynamic index for managed currencies funds using CME currency contracts58 cited
  • 2003An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns57 cited
  • 2003Optimal allocation to hedge funds: an empirical analysis47 cited
  • 2009Illiquidity Premia in Asset Returns: An Empirical Analysis of Hedge Funds, Mutual Funds, and U.S. Equity Portfolios46 cited
  • 1999Managed commodity funds44 cited
  • 2011Illiquidity Premia in Asset Returns: An Empirical Analysis of Hedge Funds, Mutual Funds, and US Equity Portfolios44 cited
  • 2009Measuring Funds of Hedge Funds Performance Using Quantile Regressions: Do Experience and Size Matter?25 cited

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  • 2006The Pricing Performance of Market Advisory Services in Corn and Soybeans over 1995-200416 cited
  • 2012Select Information Sources1 cited