مرکز منطقه ای اطلاع رساني علوم و فناوري - A distribution-free approach to estimating best response values with application to mutual fund performance modeling

Title of article :

A distribution-free approach to estimating best response values with application to mutual fund performance modeling

Author/Authors :

Marvin D. Troutt، نويسنده , , Michael Y. Hu، نويسنده , , Murali S. Shanker، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2005

Pages :

From page :

520

To page :

527

Keywords :

finance , Financial DSS , Securities , parameter estimation , statistics , Frontier estimation

Journal title :

European Journal of Operational Research

Serial Year :

2005

Journal title :

European Journal of Operational Research

Record number :

215561

Link To Document :