Nolke Posthuma

ABP Investments - Research Department

WTC Schiphol Airport

Tower C, 5th Floor P.O. Box 75753

Schiphol NL-1118 ZX

Netherlands

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A Reality Check on Hedge Funds Returns

Number of pages: 38 Posted: 07 Oct 2003
Nolke Posthuma and Pieter Jelle van der Sluis
ABP Investments - Research Department and affiliation not provided to SSRN
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Citation 26

Abstract:

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Backfill bias, Hedge funds, Performance Persistence, Self-selection bias