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Determinants of mutual fund underperformance: A Bayesian stochastic frontier approach

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  • Annaert, Jan
  • van den Broeck, Julien
  • Vander Vennet, Rudi

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  • Annaert, Jan & van den Broeck, Julien & Vander Vennet, Rudi, 2003. "Determinants of mutual fund underperformance: A Bayesian stochastic frontier approach," European Journal of Operational Research, Elsevier, vol. 151(3), pages 617-632, December.
  • Handle: RePEc:eee:ejores:v:151:y:2003:i:3:p:617-632
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    29. Christopherson, Jon A & Ferson, Wayne E & Glassman, Debra A, 1998. "Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance," The Review of Financial Studies, Society for Financial Studies, vol. 11(1), pages 111-142.
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