Ranking of investment funds: acceptability versus robustness

DOI10.1016/j.ejor.2015.03.045zbMath1346.91267OpenAlexW2053453271MaRDI QIDQ319689

Damiano Rossello

Publication date: 6 October 2016

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2015.03.045

zbMATH Keywords

investment analysisacceptability indexesestimation errorfund rankingstatistical robustness

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Statistical methods; economic indices and measures (91B82)

Related Items (3)

Testing for persistence in US mutual funds' performance: a Bayesian dynamic panel model ⋮ COMPARING THE SMALL-SAMPLE ESTIMATION ERROR OF CONCEPTUALLY DIFFERENT RISK MEASURES ⋮ Mean-VaR portfolio optimization: a nonparametric approach

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