Analysis of mutual funds’ management styles: a modeling, ranking and visualizing approach

DOI10.1080/02664760903166272OpenAlexW1967534171MaRDI QIDQ5123659

Claudio Conversano, Domenico Vistocco

Publication date: 29 September 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664760903166272

zbMATH Keywords

mean integrated squared errorbenchmarkingsubsamplingparallel coordinatesmean integrated absolute errorconstrained linear regressionactive \textit{vs}. passive management

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

MoRaViA

Uses Software

• compositions
• GGobi
• R
• ggplot2
• gamair
• ViSta
• corrgram
• CASSATT

Cites Work

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• Parallel coordinates for exploratory modelling analysis
• Exact mean integrated squared error
• Visual data mining with parallel coordinates
• Subsampling
• How easy is a given density to estimate?
• Handbook of data visualization.
• A Brief Survey of Bandwidth Selection for Density Estimation
• Biplots of Compositional Data
• A Nonparametric Estimate of a Multivariate Density Function
• Inequality Restrictions in Regression Analysis

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