Determinants of mutual fund underperformance: A Bayesian stochastic frontier approach
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Publication:1410318
DOI10.1016/S0377-2217(02)00603-3zbMath1031.91042MaRDI QIDQ1410318
Jan Annaert, Julien van den Broeck, Rudi Vander Vennet
Publication date: 14 October 2003
Published in: European Journal of Operational Research (Search for Journal in Brave)
62C10: Bayesian problems; characterization of Bayes procedures
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- Formulation and estimation of stochastic frontier production function models
- Stochastic frontier models. A Bayesian perspective
- BSFM: a computer program for Bayesian stochastic frontier models
- Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error
- Mutual Fund Performance: Evidence from the UK
- Common risk factors in the returns on stocks and bonds