Risk-aversion versus risk-loving preferences in nonparametric frontier-based fund ratings: A buy-and-hold backtesting strategy

Author:

Ren Tiantian,Kerstens KristiaanORCID,Kumar Saurav

Publisher

Elsevier BV

Reference50 articles.

1. Risk-aversion in Data Envelopment Analysis models with diversification;Adam;Omega,2020

2. Skewness seeking: Risk loving, optimism or overweighting of small probabilities?;Åstebro;Theory and Decision,2015

3. The reflection effect for higher-order risk preferences;Bleichrodt;The Review of Economics and Statistics,2022

4. The mutual fund industry 60 years later: For better or worse?;Bogle;Financial Analysts Journal,2005

5. A coskewness shrinkage approach for estimating the skewness of linear combinations of random variables;Boudt;Journal of Financial Econometrics,2020

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