Pages that link to "Item:Q2432870"
From MaRDI portal
The following pages link to A robust nonparametric approach to evaluate and explain the performance of mutual funds (Q2432870):
Displaying 32 items.
- Efficiency dynamics in Indian banking: a conditional directional distance approach (Q300068) (← links)
- On relations between DEA-risk models and stochastic dominance efficiency tests (Q301149) (← links)
- Mutual funds performance appraisal using stochastic multicriteria acceptability analysis (Q426635) (← links)
- Nonparametric efficiency analysis: a multivariate conditional quantile approach (Q451242) (← links)
- Improved inference in the evaluation of mutual fund performance using panel bootstrap methods (Q473239) (← links)
- Explaining inefficiency in nonparametric production models: the state of the art (Q490125) (← links)
- Geometric representation of the mean-variance-skewness portfolio frontier based upon the shortage function (Q631103) (← links)
- Probabilistic characterization of directional distances and their robust versions (Q738127) (← links)
- Nonparametric conditional efficiency measures: asymptotic properties (Q970148) (← links)
- Optimal bandwidth selection for conditional efficiency measures: a data-driven approach (Q1037695) (← links)
- Distribution of cost and profit efficiency: evidence from Indian banking (Q1044169) (← links)
- Efficiency of mutual funds and portfolio performance measurement: A non-parametric approach (Q1278696) (← links)
- Determinants of mutual fund underperformance: A Bayesian stochastic frontier approach (Q1410318) (← links)
- Evaluating mutual fund performance: an application of minimum convex input requirement set approach (Q1433157) (← links)
- Distance-based beta regression for prediction of mutual funds (Q1621958) (← links)
- A nonparametric quantity-of-quality approach to assessing financial asset return performance (Q1669870) (← links)
- Competitive conditions and sectors' productive efficiency: a conditional non-parametric frontier analysis (Q1734362) (← links)
- A bootstrap approach for bandwidth selection in estimating conditional efficiency measures (Q1737524) (← links)
- DEA frontier improvement and portfolio rebalancing: an application of China mutual funds on considering sustainability information disclosure (Q1744488) (← links)
- A distribution-free approach to estimating best response values with application to mutual fund performance modeling (Q1780762) (← links)
- Statistical inference for DEA estimators of directional distances (Q1926810) (← links)
- Do mutual fund managers earn their fees? New measures for performance appraisal (Q2023942) (← links)
- Assessing the performance of exchange traded funds in the energy sector: a hybrid DEA multiobjective linear programming approach (Q2150870) (← links)
- Testing for persistence in US mutual funds' performance: a Bayesian dynamic panel model (Q2241116) (← links)
- How to measure the impact of environmental factors in a nonparametric production model (Q2253400) (← links)
- Data envelopment analysis of mutual funds based on second-order stochastic dominance (Q2477683) (← links)
- Efficiency assessment of primary care providers: a conditional nonparametric approach (Q2629626) (← links)
- New methods for ordering multivariate data: an application to the performance of investment funds (Q2711722) (← links)
- Technical Note: Longitudinal Performance Stratification—An Iterative Kolmogorov-Smirnov Approach (Q3116757) (← links)
- (Q3365823) (← links)
- Bootstrap analysis of mutual fund performance (Q6163278) (← links)
- A Bayesian learning model of hedge fund performance (Q6491672) (← links)