On the informativeness of persistence for evaluating mutual fund performance using partial frontiers

The last few years have witnessed a rapid evolution in the literature evaluating mutual fund performance using frontier techniques. The instruments applied, mostly DEA (Data Envelopment Analysis) and, to a lesser extent, FDH (Free Disposal Hull), are able to encompass several dimensions of performan...

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Veröffentlicht in:	Omega (Oxford) 2014-01, Vol.42 (1), p.47-64
Hauptverfasser:	Matallín-Sáez, Juan Carlos, Soler-Domínguez, Amparo, Tortosa-Ausina, Emili
Format:	Artikel
Sprache:	eng
Schlagworte:	Contrarian investing Data envelopment analysis Efficiency Mutual funds Partial frontiers Persistence Portfolio performance Ratings & rankings Studies
Online-Zugang:	Volltext
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