The Impact of Fund Attrition on Superannuation Returns

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Drew, Michael E.; Stanford, Jon D.;
(2001)
  • Journal: Economic Analysis and Policy (EAP),volume 31,issue 1 March,pages25-32
  • Subject:
    • jel: jel:G23

This paper investigates the impact of fund attrition on returns from a sample of superannuation fund managers (specialising in the management of domestic stock portfolios) for the period 1991 through 1999, using a four-factor asset pricing model. Survivorship bias is es... View more
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