Survivorship Bias in Performance Studies

Brown, S. J., Goetzmann, W., Ibbotson, R. G., & Ross, S. A. (1992). Survivorship Bias in Performance Studies. The Review of Financial Studies, 5(4), 553-580.

Type

Journal article

Intellectual base

Review or monograph

Year

1992

DOI

10.1093/rfs/5.4.553

Link

https://doi.org/10.1093/rfs/5.4.553

Cited by

1 citation across 1 artifact.

Each citation links to the sentence it supports in the citing article.

Mechanisms

• Preserve–Prune–Recombine Review
  • The first is survivorship bias

    This sourceIdentifies the relevant selection distortion as survivorship bias.

Verification

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Registry ID ref:3e3734b9ba13 · see in the full table