Rejoinder: the J-shape of performance persistence given survivorship bias

Article Abstract:

A simulation of current and past returns for mutual funds with respect to survivorship reveals that the relationship is non-linear. Results on mutual fund asset development after survivorship reveals inconsistencies with theoretical frameworks and simulation results may help explain these inconsistencies. The simulation however, is dependent on the magnitude of variance cross-sectional differences and absolute level threshold.

Investment Offices, Investment Companies, Open-End Investment Funds, Operations Research, Research, Management science, Performance, Analysis, Management, Reports, Mutual funds

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An experimental comparison of dispute rates in alternative arbitration systems

Article Abstract:

Dispute rates in alternative arbitration systems are compared in the context of fixed objective uncertainty. Assuming a common arbitrator awards distribution, the results suggest that dispute rates are inversely related to the uncertainty and monetary costs of disputes, and that the final-offer arbitration dispute rate will not be less than that of a conventional system. Evidence of bargainers' risk-averse behavior is seen.

Economic aspects, Dispute resolution (Law), Commercial arbitration

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