The use of information in a simulation that would not be available during the time period being simulated, usually resulting in an upward shift of the results. An example is the false assumption that earnings data becomes available immediately at the end of a financial period.
Related information about look-ahead bias:
- Look-Ahead Bias Definition | Investopedia
Bias created by the use of information or data in a study or simulation that would not have been known or available during the period being analyzed. This will ...
- What is look-ahead bias? definition and meaning
Definition of look-ahead bias: The use of information in a simulation that would not be available during the time period being simulated, usually resulting in an ...
- What is Look-ahead Bias? - Investor Glossary
What is Look-ahead Bias? Find out right now with a helpful definition and links related to Look-ahead Bias.
- Look ahead bias
Look ahead bias. The term look-ahead bias may mean: multi-period sampling bias,; the inclusion of data that was not available at the time when back-testing, or , ...
- Look-Ahead Bias: Definition from Answers.com
Look-Ahead Bias Bias created by the use of information or data in a study or simulation that would not have been known or available during the period.
- RePub: Eliminating Look-Ahead Bias in Evaluating Persistence in ...
In this paper, we show how one can easily correct for look-ahead bias using weights based on probit regressions. First, we model how survival probabilities ...
- RePub: Survival, Look-Ahead Bias and the Persistence in Hedge ...
We analyze the performance persistence in hedge funds taking into account look -ahead bias (multi-period sampling bias). We model liquidation of hedge funds ...
- Eliminating look-ahead bias in evaluating persistence in ... - CiteSeer
look-ahead bias in performance persistence that arise when a survivorship free sample is used with ... In particular, we show that look-ahead bias induces a ...