Survivorship bias is the error of studying only the securities, funds or firms that exist at the end of the sample: those that were delisted, liquidated or merged away are missing, and they are not missing at random.
Quantitative Finance · Glosario
Quantitative Finance · Glosario
Survivorship bias is the error of studying only the securities, funds or firms that exist at the end of the sample: those that were delisted, liquidated or merged away are missing, and they are not missing at random.