Risk-aversion versus risk-loving preferences in nonparametric frontier-based fund ratings : a buy-and-hold backtesting strategy
Tiantian Ren, Kristiaan Kerstens, Saurav Kumar
| Year of publication: |
2024
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|---|---|
| Authors: | Ren, Tiantian ; Kerstens, Kristiaan ; Kumar, Saurav |
| Published in: |
European journal of operational research : EJOR. - Amsterdam [u.a.] : Elsevier, ISSN 0377-2217, ZDB-ID 1501061-2. - Vol. 319.2024, 1 (1.11.), p. 332-344
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| Subject: | Frontier | Fund rating | Risk-loving preferences | Shortage function | Risikoaversion | Risk aversion | Präferenztheorie | Theory of preferences | Portfolio-Management | Portfolio selection | Risikopräferenz | Risk attitude | Investmentfonds | Investment Fund | Nichtparametrisches Verfahren | Nonparametric statistics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2024.06.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015083733