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标题: hedge fund index [打印本页]

作者: LBriscoe 时间: 2011-7-13 13:12 标题: hedge fund index

Hi,

Does hedge fund index REMOVE the HISTORICAL performance data when a manager quits??

Or it does not?

作者: cityboy 时间: 2011-7-13 13:12

They also add performance history when a fund is included in an index, which results in backfill bias

作者: IAmNeil 时间: 2011-7-13 13:12

yes called survivorship bias

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