Statistical inference and efficient portfolio investment performance
Two main methods have been used in mutual funds evaluation. One is portfolio evaluation, and the other is data envelopment analysis (DEA). The history of portfolio evaluation dates from the 1960s with emphasis on both expected return and risk. However, there are many criticisms of traditional portfo...
Saved in:
| Main Author: | |
|---|---|
| Format: | Default Thesis |
| Published: |
2014
|
| Subjects: | |
| Online Access: | https://hdl.handle.net/2134/15185 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|