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

DOI10.1016/j.ejor.2005.06.010zbMath1137.91442OpenAlexW1993838315MaRDI QIDQ2432870

Cinzia Daraio, Léopold Simar

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 estimationportfolio analysisnonparametric frontiereconomies of scalemutual funds

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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