A robust nonparametric approach to evaluate and explain the performance of mutual funds
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Publication:2432870
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Cites work
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Cited in
(37)- Optimal bandwidth selection for conditional efficiency measures: a data-driven approach
- Distribution of cost and profit efficiency: evidence from Indian banking
- Efficiency of mutual funds and portfolio performance measurement: A non-parametric approach
- Determinants of mutual fund underperformance: A Bayesian stochastic frontier approach
- Evaluating mutual fund performance: an application of minimum convex input requirement set approach
- Distance-based beta regression for prediction of mutual funds
- A nonparametric quantity-of-quality approach to assessing financial asset return performance
- Competitive conditions and sectors' productive efficiency: a conditional non-parametric frontier analysis
- A bootstrap approach for bandwidth selection in estimating conditional efficiency measures
- DEA frontier improvement and portfolio rebalancing: an application of China mutual funds on considering sustainability information disclosure
- A distribution-free approach to estimating best response values with application to mutual fund performance modeling
- Statistical inference for DEA estimators of directional distances
- Do mutual fund managers earn their fees? New measures for performance appraisal
- Assessing the performance of exchange traded funds in the energy sector: a hybrid DEA multiobjective linear programming approach
- Testing for persistence in US mutual funds' performance: a Bayesian dynamic panel model
- How to measure the impact of environmental factors in a nonparametric production model
- Data envelopment analysis of mutual funds based on second-order stochastic dominance
- Efficiency assessment of primary care providers: a conditional nonparametric approach
- New methods for ordering multivariate data: an application to the performance of investment funds
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- Technical note: Longitudinal performance stratification -- an iterative Kolmogorov-Smirnov approach
- scientific article; zbMATH DE number 2128218 (Why is no real title available?)
- scientific article; zbMATH DE number 5005915 (Why is no real title available?)
- Mutual funds performance appraisal using stochastic multicriteria acceptability analysis
- Nonparametric efficiency analysis: a multivariate conditional quantile approach
- Improved inference in the evaluation of mutual fund performance using panel bootstrap methods
- Explaining inefficiency in nonparametric production models: the state of the art
- Fundamental analysis, technical analysis, and mutual fund performance
- Analysis of Incremental Returns of Canadian Mutual Funds
- Bootstrap analysis of mutual fund performance
- Geometric representation of the mean-variance-skewness portfolio frontier based upon the shortage function
- A Bayesian learning model of hedge fund performance
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