Are performance measures equally stable?

DOI10.1007/s10436-012-0189-yzbMath1298.91143OpenAlexW2008276114MaRDI QIDQ470610

Francesco Lisi, Giovanna Menardi

Publication date: 12 November 2014

Published in: Annals of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10436-012-0189-y

zbMATH Keywords

stabilityperformance measurecomposite indexmutual funds

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items (3)

A nonparametric approach to measuring the sensitivity of an asset's return to the market ⋮ Are performance measures equally stable? ⋮ Gaussian and logistic adaptations of smoothed safety first

Cites Work

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• Are performance measures equally stable?
• Mutual fund performance: false discoveries, bias, and power
• Projection pursuit
• Permutation methods: a basis for exact inference
• Spearman's footrule and Gini's gamma: a review with complements

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