Home
What's new
Latest activity
Authors
Store
Latest reviews
Search products
Forums
New posts
Search forums
What's new
New posts
New listings
New products
New profile posts
Latest activity
Members
Current visitors
New profile posts
Search profile posts
Log in
Register
Cart
Cart
Loading…
What's new
Search
Search
Search titles only
By:
New posts
Search forums
Search titles only
By:
Menu
Log in
Register
Navigation
Install the app
Install
More options
Change style
Contact us
Close Menu
Forums
SVTPerformance's Chain of Restaurants
Road Side Pub
Profile in survivalship bias
JavaScript is disabled. For a better experience, please enable JavaScript in your browser before proceeding.
You are using an out of date browser. It may not display this or other websites correctly.
You should upgrade or use an
alternative browser
.
Reply to thread
Message
<blockquote data-quote="Klaus" data-source="post: 16443132" data-attributes="member: 190070"><p>Another profile in survivorship from my daily life. Thought I would connect the dots between hedge funds and bomber flights.... </p><p></p><p>"Five years ago, Beer found 445 equity long-short hedge funds with $100 million in HFR’s database; only 225 remained five years later. Beer said that the data clearly reflects survivorship bias. “The survivors generally have outperformed the dead by 400-600 bps per annum,” Beer wrote in the analysis. “Funds generally stop reporting to the database due to poor performance. Therefore, due to survivorship bias, we believe the drawdown figure is understated.”</p><p></p><p><a href="https://www.institutionalinvestor.com/article/b1m5ssshcv8pb4/The-Existential-Crisis-Facing-Long-Short-Equity" target="_blank">The Existential Crisis Facing Long-Short Equity</a></p></blockquote><p></p>
[QUOTE="Klaus, post: 16443132, member: 190070"] Another profile in survivorship from my daily life. Thought I would connect the dots between hedge funds and bomber flights.... "Five years ago, Beer found 445 equity long-short hedge funds with $100 million in HFR’s database; only 225 remained five years later. Beer said that the data clearly reflects survivorship bias. “The survivors generally have outperformed the dead by 400-600 bps per annum,” Beer wrote in the analysis. “Funds generally stop reporting to the database due to poor performance. Therefore, due to survivorship bias, we believe the drawdown figure is understated.” [URL="https://www.institutionalinvestor.com/article/b1m5ssshcv8pb4/The-Existential-Crisis-Facing-Long-Short-Equity"]The Existential Crisis Facing Long-Short Equity[/URL] [/QUOTE]
Insert quotes…
Verification
Post reply
Forums
SVTPerformance's Chain of Restaurants
Road Side Pub
Profile in survivalship bias
Top