Biases

• AMENC, Noël, Lionel MARTELLINI and Mathieu VAISSIÉ, Benefits and Risks of Alternative Investment Strategies
• BAQUERO, G., HORST, J. and M. VERBEEK, "Survival, Look-Ahead Bias and the Performance of Hedge Funds", Erasmus University Rotterdam Working Paper, 2002
• BAQUERO, Guillermo, Jenke Ter HORST and Marno VERBEEK, Survival, Look-Ahead Bias and the Performance of Hedge Funds
• HSIEH, David A. and William FUNG, Performance Characteristics of Hedge Funds and CTA Funds: Natural vs. Spurious Biases, Journal of Financial and Quantitative Analysis, 35 (3), 291-307, 2000
• FUNG, William and David A. HSIEH, Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases
• FUNG, William and David A. HSIEH, Benchmarks of Hedge Fund Performance: Information Content and Measurement Biases
• HSIEH, David A. and William FUNG, "Benchmarks of Hedge Fund Performance: Information Content and Measurement Biases," Financial Analyst Journal, 58 (2002), 22-34
• FUNG, William and David A. HSIEH, Hedge-Fund Benchmarks: Information Content and Biases, 2002.
• KAT, Harry M. and Gaurav S. AMIN, Welcome to the Dark Side: Hedge Fund Attrition and Survivorship Bias over the Period 1994-2001
• WEISMAN, A, "Informationless Investing and Hedge Fund Performance Measurement Bias, The Journal of Portfolio Management 28,80-91, 2002.