Hedge Fund Databases: Sample Selection Bias

In addition to self-selection bias, hedge fund databases can be prone to sample selection biases.

Most databases only include funds that meet certain criteria (size, track record, etc.) Very poor managers will not survive long enough to be tracked.

Furthermore, some databases include funds of funds or managed futures, while others do not. This effects comparability across databases.

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See also:
  • Self Selection Bias in Hedge Fund Databases
  • Hedge Fund Benchmarks
  • Biases in Detecting Efficient Market Anomalies
  • Are Hedge Fund Strategies Just About Leverage?
  • Hedge Fund: Kurtosis Definition & Explanation : Hedge Fund
  • Technical Analysis Explained : The Successful Investor's Guide to Spotting Investment Trends and Turning Points

    The Intelligent Investor: The Classic Text on Value Investing

    Financial Statement Analysis: A Practitioner's Guide, 3rd Edition

    Managing Investment Portfolios: A Dynamic Process (CFA Institute Investment Series)

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