Non-Parametric Frontier Estimates of Mutual Fund Performance Using C- and L-Moments: Some Specification Tests
Year of publication: |
2010-03
|
---|---|
Authors: | Kerstens, Kristiaan ; Mounir, Amine ; Van de Woestyne, Ignace |
Institutions: | Faculteit Economie en Bedrijfswetenschappen, Hogeschool-Universiteit Brussel (HUBrussel) |
Subject: | Shortage function | Mutual Funds | Mean-Variance model | Higher-order moments | Data Envelopment Analysis | Free Disposal Hull |
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