Frontier-based vs. traditional mutual fund ratings : a first backtesting analysis
Olivier Brandouy; Kristiaan Kerstens; Ignace Van de Woestyne
| Year of publication: |
2015
|
|---|---|
| Authors: | Brandouy, Olivier ; Kerstens, Kristiaan ; Van de Woestyne, Ignace |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 242.2015, 1 (1.4.), p. 332-342
|
| Subject: | Mutual fund rating | DEA | FDH | Shortage function | Mean-variance portfolio frontier | Investmentfonds | Investment Fund | Portfolio-Management | Portfolio selection | Theorie | Theory | Data-Envelopment-Analyse | Data envelopment analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010488000