Survivorship bias in mutual fund performance : evidence in Canadian mutual funds
This paper examines the influence of the survivorship bias on performance persistence in Canadian mutual funds. Our sample covers the period of January 1986 till December 1999. Spreads of the survivorship bias on mutual fund returns are gauged by comparing the difference between the sample of surviv...
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| Format: | Others |
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2000
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| Online Access: | http://spectrum.library.concordia.ca/1154/1/MQ54304.pdf Liang, Xinghua <http://spectrum.library.concordia.ca/view/creators/Liang=3AXinghua=3A=3A.html> (2000) Survivorship bias in mutual fund performance : evidence in Canadian mutual funds. Masters thesis, Concordia University. |