مرکز منطقه ای اطلاع رساني علوم و فناوري - A robust nonparametric approach to evaluate and explain the performance of mutual funds

Title of article :

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

Author/Authors :

Cinzia Daraio، نويسنده , , Léopold Simar، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2006

Pages :

From page :

516

To page :

542

Keywords :

Economies of Scale , Mutual funds , Portfolio analysis , Robust estimation , Nonparametric frontier

Journal title :

European Journal of Operational Research

Serial Year :

2006

Journal title :

European Journal of Operational Research

Record number :

216239

Link To Document :