A robust nonparametric approach to evaluate and explain the performance of mutual funds

DOI10.1016/j.ejor.2005.06.010zbMath1137.91442MaRDI QIDQ2432870

Léopold Simar, Cinzia Daraio

Publication date: 25 October 2006

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

Full work available at URL: https://doi.org/10.1016/j.ejor.2005.06.010

zbMATH Keywords

robust estimation; portfolio analysis; nonparametric frontier; economies of scale; mutual funds

Mathematics Subject Classification ID

91B82: Statistical methods; economic indices and measures

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