Sensitivity to measurement errors of the distance to the efficient frontier
Marie Briere, Léopold Simar, Ariane Szafarz & Anne Vanhems
| Year of publication: |
2023
|
|---|---|
| Authors: | Briere, Marie ; Simar, Léopold ; Szafarz, Ariane ; Vanhems, Anne |
| Publisher: |
Brussels, Belgium : Université libre de Bruxelles - Solvay Brussels School of Economics and Management, Centre Emile Bernheim de recherche interdisciplinaire en gestion |
| Subject: | Portfolio choice | Random inputs-outputs | Directional distance | FDH estimator | Efficient frontier | Portfolio-Management | Portfolio selection | Technische Effizienz | Technical efficiency | Schätztheorie | Estimation theory | Statistischer Fehler | Statistical error | Effizienz | Efficiency |
freely available
| Extent: | 1 Online-Ressource (circa 18 Seiten) Illustrationen |
|---|---|
| Series: | CEBRIG working paper. - Brussels, Belgium : Université libre de Bruxelles - Solvay Brussels School of Economics and Management, Centre Emile Bernheim de recherche interdisciplinaire en gestion, ZDB-ID 3054106-2. - Vol. no 23, 004 (May 2023) |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014279640