There is a burgeoning literature using non-parametric frontier methods to measure mutual fund performance. These articles measure the relationship between the various characteristics (mainly return information and some costs of ownership) of these specialized financial products to establish a...

The need to adapt Data Envelopment Analysis (DEA) and other frontier models in the context of negative data has been a rather neglected issue in the literature. Silva Portela, Thanassoulis, and Simpson (2004) proposed a variation on the directional distance function, a very general distance...

In a recent article, Briec, Kerstens and Vanden Eeckaut (2004) develop a series of nonparametric, deterministic non-convex technologies integrating traditional returns to scale assumptions into the non-convex FDH model. They show, among other things, how the traditional technical input...