Nonparametric analysis of financial portfolio performance

Laurens Cherchye, Bram De Rock, Dieter Saelens

Year of publication:	June 2024
Authors:	Cherchye, Laurens ; Rock, Bram de ; Saelens, Dieter
Publisher:	Brussels, Belgium : ECARES
Subject:	household finance \| benchmarking \| mean-variance portfolios \| Sharpe ratio \| nonparametric method \| Portfolio-Management \| Portfolio selection \| Nichtparametrisches Verfahren \| Nonparametric statistics \| Benchmarking \| Kapitaleinkommen \| Capital income \| Anlageverhalten \| Behavioural finance \| Finanzanalyse \| Financial analysis \| Privater Haushalt \| Household \| Schätztheorie \| Estimation theory

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