Performance measurement and best-practice benchmarking of mutual funds: combining stochastic dominance criteria with data envelopment analysis
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Volume (Year): 28 (2007)
Issue (Month): 1 (October)
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- Timo Kuosmanen, 2001. "Stochastic Dominance Efficiency Tests under Diversification," Finance 0105001, EconWPA.
- Morey, Matthew R. & Morey, Richard C., 1999. "Mutual fund performance appraisals: a multi-horizon perspective with endogenous benchmarking," Omega, Elsevier, vol. 27(2), pages 241-258, April.
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