Multi-time and multi-moment nonparametric frontier-based fund rating : proposal and buy-and-hold backtesting strategy
Kristiaan Kerstens, Paolo Mazza, Tiantian Ren, Ignace Van de Woestyne
| Year of publication: |
2022
|
|---|---|
| Authors: | Kerstens, Kristiaan ; Mazza, Paolo ; Ren, Tiantian ; Van de Woestyne, Ignace |
| Published in: |
Omega : the international journal of management science. - Oxford [u.a.] : Elsevier, ISSN 0305-0483, ZDB-ID 124502-8. - Vol. 113.2022, p. 1-14
|
| Subject: | Data Envelopment Analysis | Frontier | Fund rating | Shortage function | Data-Envelopment-Analyse | Data envelopment analysis | Investmentfonds | Investment Fund | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.omega.2022.102718 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013534470