A robust nonparametric approach to evaluate and explain the performance of mutual funds
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Publication:2432870
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Cited in
(35)- Explaining inefficiency in nonparametric production models: the state of the art
- DEA frontier improvement and portfolio rebalancing: an application of China mutual funds on considering sustainability information disclosure
- Distribution of cost and profit efficiency: evidence from Indian banking
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- Probabilistic characterization of directional distances and their robust versions
- Competitive conditions and sectors' productive efficiency: a conditional non-parametric frontier analysis
- Technical note: Longitudinal performance stratification -- an iterative Kolmogorov-Smirnov approach
- Testing for persistence in US mutual funds' performance: a Bayesian dynamic panel model
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- A Bayesian learning model of hedge fund performance
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- A distribution-free approach to estimating best response values with application to mutual fund performance modeling
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- Statistical inference for DEA estimators of directional distances
- New methods for ordering multivariate data: an application to the performance of investment funds
- Mutual funds performance appraisal using stochastic multicriteria acceptability analysis
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- A nonparametric quantity-of-quality approach to assessing financial asset return performance
- Improved inference in the evaluation of mutual fund performance using panel bootstrap methods
- Efficiency dynamics in Indian banking: a conditional directional distance approach
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