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  • Search: subject:"Mean-variance portfolio frontier"
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Year of publication
Subject
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DEA 2 FDH 2 Mean-variance portfolio frontier 2 Mutual fund rating 2 Shortage function 2 Data envelopment analysis 1 Data-Envelopment-Analyse 1 Investment Fund 1 Investmentfonds 1 Portfolio selection 1 Portfolio-Management 1 Theorie 1 Theory 1
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Undetermined 1
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Brandouy, Olivier 2 Kerstens, Kristiaan 2 Van de Woestyne, Ignace 2
Published in...
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European Journal of Operational Research 1 European journal of operational research : EJOR 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Frontier-based vs. traditional mutual fund ratings: A first backtesting analysis
Brandouy, Olivier; Kerstens, Kristiaan; Van de … - In: European Journal of Operational Research 242 (2015) 1, pp. 332-342
We explore the potential benefits of a series of existing and new non-parametric convex and non-convex frontier-based fund rating models to summarize the information contained in the moments of the mutual fund price series. Limiting ourselves to the traditional mean-variance portfolio setting,...
Persistent link: https://www.econbiz.de/10011117511
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Cover Image
Frontier-based vs. traditional mutual fund ratings : a first backtesting analysis
Brandouy, Olivier; Kerstens, Kristiaan; Van de … - In: European journal of operational research : EJOR 242 (2015) 1, pp. 332-342
Persistent link: https://www.econbiz.de/10010488000
Saved in:
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