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With respect to hedge fund indices, back-fill bias refers to: A. the increased inflow of investments to a given fund in an index right after the style of the index has performed well. B. a hedge fund manager filling in historical values of his/her hedge fund’s performance when the fund has been selected to be included in an index. C. modifying the historical series of the index by replacing the historical returns of recently dropped funds with the historical returns of new funds added to the index. |