Search Results - subject:"Multi-index model"

Estimation of semiparametric multi- index models using deep neural networks

Donga, Chaohua; Gao, Jiti; Peng, Bin; Yan, Yayi - 2023

Persistent link: https://www.econbiz.de/10014452599

A Comparative Analysis of the Performance of Collective Investment Institutions

Carmen-Pilar Mart¨ª-Ballester - In: Review of Economics & Finance 2 (2012) May, pp. 43-52

investment institutions. To this end, we apply a multi-index model based on an extension of Jensen?s Alpha to a sample of data …

Persistent link: https://www.econbiz.de/10010686060

Multi-index regression models with missing covariates at random

Guo, Xu; Xu, Wangli; Zhu, Lixing - In: Journal of Multivariate Analysis 123 (2014) C, pp. 345-363

This paper considers estimation of the semiparametric multi-index model with missing covariates at random. A weighted …

Persistent link: https://www.econbiz.de/10010718983

The performance of investment grade corporate bond funds: evidence from the European market

Dietze, Leif Holger; Entrop, Oliver; Wilkens, Marco - In: The European Journal of Finance 15 (2009) 2, pp. 191-209

This paper examines the risk-adjusted performance of mutual funds offered in Germany which exclusively invest in the 'rather new' capital market segment of euro-denominated investment grade corporate bonds. The funds are evaluated employing a single-index model and several multi-index and...

Persistent link: https://www.econbiz.de/10005471847