A distribution-free approach to estimating best response values with application to mutual fund performance modeling
Year of publication: |
2005
|
---|---|
Authors: | Troutt, Marvin D. ; Hu, Michael Y. ; Shanker, Murali S. |
Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 166.2005, 2, p. 520-527
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Efficient distributed simulation through dynamic load balancing
Shanker, Murali S., (2001)
-
Linear programming system identification : the general nonnegative parameters case
Troutt, Marvin D., (2008)
-
Objective comparisons of the optimal portfolios corresponding to different utility functions
Yu, Bosco Wing-Tong, (2009)
- More ...