Interval Estimation of Mutual Fund Performance Sinha, Ram Pratap.
By: Sinha, Ram Pratap
Material type:
ArticlePublisher: 2014Description: 75-88Subject(s): Homogenous Bootstrap | Distance Function | Endogenous Benchmarking | Stochastic Dominance | Mutual Fund
In:
Prajnan: Journal of Social and Management SciencesSummary: The existing literature on portfolio benchmarking includes two approaches - one based on the modern portfolio theory (which relies on normality of return distribution) and another on the concept of stochastic dominance. The present study seeks to integrate both of them in the context of non-parametric framework of performance using the concept of stochastic dominance. Moreover, the study makes interval estimation of performance by using bootstrap DEA.
| Item type | Current location | Call number | Vol info | Status | Date due | Barcode |
|---|---|---|---|---|---|---|
Articles
|
Ahmedabad (HO) | (Browse shelf) | Vol. 43, Issue. 1 | Available | 018198 |
The existing literature on portfolio benchmarking includes two approaches - one based on the modern portfolio theory (which relies on normality of return distribution) and another on the concept of stochastic dominance. The present study seeks to integrate both of them in the context of non-parametric framework of performance using the concept of stochastic dominance. Moreover, the study makes interval estimation of performance by using bootstrap DEA.
There are no comments on this title.