Nonparametric analysis of portfolio efficiency

Jati Sengupta and T. Zohar

Applied Economics Letters, 2001, vol. 8, issue 4, 249-252

Abstract: A nonparametric method is empirically applied here to test the efficiency in performance of mutual fund portfolios. It provides a more flexible and robust alternative to the traditional mean variance theory.

Date: 2001
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DOI: 10.1080/135048501750103999

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