scientific article; zbMATH DE number 5005915

MaRDI QIDQ3365823zbMATH OpenFDO

Authors Lawrence Kryzanowski, Mohamed A. Ayadi

Publication date 13 February 2006

zbMATH Keywords

asset pricingexpected returns and riskinvestment strategies

Mathematics Subject Classification ID

Recommendations

• Mutual funds performance appraisal using stochastic multicriteria acceptability analysis
• Determinants of mutual fund underperformance: A Bayesian stochastic frontier approach
• A generalized performance attribution technique for mutual funds
• A robust nonparametric approach to evaluate and explain the performance of mutual funds
• The performance of stochastic dynamic and fixed mix portfolio models
• Evaluating mutual fund performance: an application of minimum convex input requirement set approach
• Mutual fund performance evaluation using data envelopment analysis with new risk measures
• Empirical study using stochastic dominance test on investment funds performance

Cited in

(6)

• Distance-based beta regression for prediction of mutual funds
• A distribution-free approach to estimating best response values with application to mutual fund performance modeling
• Portfolio performance sensitivity for various asset-pricing kernels
• Some refinements on fixed income performance attribution
• Fixed Income Fund Performance across Economic States
• Analysis of Incremental Returns of Canadian Mutual Funds

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3365823)