A distribution-free approach to estimating best response values with application to mutual fund performance modeling
Article Abstract:
A frontier regression model for mutual fund performance estimation is presented. The model integrates an additional error term. The model is an improvement on previous suggested models wherein error components were distributed.
Publisher: Elsevier B.V.
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2005
Forecasts, trends, outlooks, Investment Offices, Mutual Fund Mgmt Companies, Economic aspects, Forecasts and trends, Market trend/market analysis, Mutual funds
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2005
User Contributions:
Comment about this article or add new information about this topic:
A Lorenz-Pareto measure of pure diversification
Article Abstract:
Mathematical models, which examine the viability of diversification methods to avoid corporate failure, are presented.
Publisher: Elsevier B.V.
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2005
Commercial Banks, Investment Banking and Securities Dealing, Portfolio & Funds Management, Business Failures, Methods, Analysis, Portfolio management, Bureaucracy, Strategic planning (Business), Organization theory
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2005
User Contributions:
Comment about this article or add new information about this topic:
Subjects list: United States, Management, Usage, Mathematical models, Company business management
Similar abstracts:
- Abstracts: Different approaches to efficiency analysis. An application to the Spanish trawl fleet operating in Moroccan waters
- Abstracts: A goal programming procedure for solving problems with multiple fuzzy goals using dynamic programming. An interactive method for inventory control with fuzzy lead-time and dynamic demand
- Abstracts: Minimax mixed integer symmetric duality for multiobjective variational problems. Second order symmetric duality in multiobjective programming
This website is not affiliated with document authors or copyright owners. This page is provided for informational purposes only. Unintentional errors are possible.