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A robust nonparametric approach to evaluate and explain the performance of mutual funds

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Author Info
Daraio, Cinzia
Simar, Leopold

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File URL: http://www.sciencedirect.com/science/article/B6VCT-4GY873P-7/2/b5379ba6d06f1c13515447b50c7530c6
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Article provided by Elsevier in its journal European Journal of Operational Research.

Volume (Year): 175 (2006)
Issue (Month): 1 (November)
Pages: 516-542
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Handle: RePEc:eee:ejores:v:175:y:2006:i:1:p:516-542

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  1. Luiza Badin & Cinzia Daraio & Léopold Simar, 2008. "Optimal Bandwidth Selection for Conditional Efficiency Measures: a Data-driven Approach," LEM Papers Series 2008/22, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy. [Downloadable!]
  2. Cinzia Daraio & Léopold Simar, 2007. "Conditional nonparametric frontier models for convex and nonconvex technologies: a unifying approach," Journal of Productivity Analysis, Springer, vol. 28(1), pages 13-32, October. [Downloadable!] (restricted)
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  3. De Witte, Kristof & Mika, Kortelainen, 2009. "Blaming the exogenous environment? Conditional efficiency estimation with continuous and discrete exogenous variables," MPRA Paper 14034, University Library of Munich, Germany. [Downloadable!]
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