On the informativeness of persistence for evaluating mutual fund performance using partial frontiers-Reference-Cited by-同舟云学术

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On the informativeness of persistence for evaluating mutual fund performance using partial frontiers

Published:2014-01 Issue:1 Volume:42 Page:47-64
ISSN:0305-0483
Container-title:Omega
language:en
Short-container-title:Omega

Author:

Matallín-Sáez Juan Carlos,Soler-Domínguez Amparo,Tortosa-Ausina Emili

Funder

Ivie

Spanish Ministry of Science and Technology

Fundació Caixa Castelló-Bancaixa

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Strategy and Management

Reference89 articles.

1. A procedure for ranking efficient units in data envelopment analysis;Andersen;Management Science,1993

2. Determinants of mutual fund underperformance;Annaert;European Journal of Operational Research,2003

3. Nonparametric frontier estimation;Aragon;Econometric Theory,2005

4. Some models for estimating technical and scale inefficiencies in data envelopment analysis;Banker;Management Science,1984

5. Piecewise loglinear estimation of efficient production surfaces;Banker;Management Science,1986

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