Non-parametric tests of portfolio efficiency under static and dynamic conditions† (Q3982043)
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scientific article; zbMATH DE number 23754
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-parametric tests of portfolio efficiency under static and dynamic conditions† |
scientific article; zbMATH DE number 23754 |
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Non-parametric tests of portfolio efficiency under static and dynamic conditions† (English)
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26 June 1992
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non-parametric tests
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stochastic dominance criteria
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performance of mutual fund portfolios
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market index
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0.9635973
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0.8905586
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0.88901293
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0.88806885
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0.8617471
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0.85525036
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0.85492706
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0.8530629
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