Are performance measures equally stable?

DOI10.1007/S10436-012-0189-YMaRDI QIDQ470610zbMATH OpenOpenAlexFDO

Authors Giovanna Menardi, Francesco Lisi

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 measuremutual fundscomposite index

Mathematics Subject Classification ID

Portfolio theory (91G10)

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Cites work

• scientific article; zbMATH DE number 3584785 (Why is no real title available?)
• scientific article; zbMATH DE number 720689 (Why is no real title available?)
• Are performance measures equally stable?
• Mutual fund performance: false discoveries, bias, and power
• Permutation methods: a basis for exact inference
• Projection pursuit
• Spearman's footrule and Gini's gamma: a review with complements

Cited in

(8)

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• Gaussian and logistic adaptations of smoothed safety first
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