Список проголосовавших за комментарий "Здравый Смысл,<br/> <br/> >>я беру список акций на ТЕКУЩИЙ момент<br/> <br/> Это то, с чего мы начали — survivorship bias.<br/> <br/> Исключить без доступа в Compustat очень сложно.<br/> <br/> <br/> <br/> по банкротствам:<br/> <br/> Распределение естественно логарифмическое и процент компаний с большими активами в штуках минимальный. Если индекс не взвешенный по активам, влияние не такое большое.<br/> <br/> Если же брать взвешенный по размеру, то распределение банкротства на капитал уже более равномерное.<br/> <br/> <br/> <br/> Вот крупнейшие банкроты за период<br/> <br/> <br/> <br/> ИМЯ<br/> <br/> ДАТА<br/> <br/> СЕКТОР<br/> <br/> АКТИВЫ млн.долл.<br/> <br/> <br/> <br/> New Century Financial Corporation<br/> <br/> 04/02/07<br/> <br/> Real Estate Investment Trust<br/> <br/> $26,147<br/> <br/> American Home Mortgage Investment Corp.<br/> <br/> 08/06/07<br/> <br/> Real Estate Investment Services<br/> <br/> 18,829<br/> <br/> HomeBanc Corp.<br/> <br/> 08/09/07<br/> <br/> Real Estate Investment Trusts<br/> <br/> 6,823<br/> <br/> Delta Financial Corporation<br/> <br/> 12/17/07<br/> <br/> Mortgage Broker<br/> <br/> 6,589<br/> <br/> NetBank, Inc.<br/> <br/> 09/28/07<br/> <br/> Financial Holding Company<br/> <br/> 4,772<br/> <br/> Movie Gallery, Inc.<br/> <br/> 10/16/07<br/> <br/> Video Tape Rental Recreational Activities<br/> <br/> 1,385<br/> <br/> Remy International, Inc.<br/> <br/> 10/08/07<br/> <br/> Manufacturer & Remanufacturer of Auto Parts<br/> <br/> 871<br/> <br/> Pope & Talbot, Inc.<br/> <br/> 11/19/07<br/> <br/> Forest Products Company<br/> <br/> 662<br/> <br/> InSight Health Services Holdings Corp.<br/> <br/> 05/29/07<br/> <br/> Medical Laboratories<br/> <br/> 408<br/> <br/> Bally Total Fitness Holding Corporation<br/> <br/> 07/31/07<br/> <br/> Membership Sports & Recreation Clubs<br/> <br/> 397<br/> <br/> Pacific Lumber Company, The<br/> <br/> 01/18/07<br/> <br/> Forest Products Business<br/> <br/> 302<br/> <br/> Tweeter Home Entertainment Group, Inc.<br/> <br/> 06/11/07<br/> <br/> Radio, T.V. & Consumer Electronics Stores<br/> <br/> 259<br/> <br/> Hancock Fabrics, Inc.<br/> <br/> 03/21/07<br/> <br/> Fabric Retailer<br/> <br/> 242<br/> <br/> Bombay Company, Inc. (The)<br/> <br/> 09/20/07<br/> <br/> Furniture Stores<br/> <br/> 238<br/> <br/> InPhonic, Inc.<br/> <br/> 11/08/07<br/> <br/> Communications Services<br/> <br/> 196<br/> <br/> Fedders Corporation<br/> <br/> 08/22/07<br/> <br/> Air-Conditioning & Warm Air Heating Equipment<br/> <br/> 181<br/> <br/> All American Semiconductor, Inc.<br/> <br/> 04/25/07<br/> <br/> Mfgs. Electronic Components<br/> <br/> 174<br/> <br/> Quaker Fabric Corporation<br/> <br/> 08/16/07<br/> <br/> Broadwoven Fabric Mills, Manmade Fiber and Silk<br/> <br/> 161<br/> <br/> PT Holdings Company, Inc. (Port Townsend Paper)<br/> <br/> 01/29/07<br/> <br/> Mfgs. Packaging & Paper<br/> <br/> 154<br/> <br/> Nutritional Sourcing Corporation (2007)<br/> <br/> 08/03/07<br/> <br/> Grocery Store Operator<br/> <br/> 131<br/> <br/> <br/> "