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Nonparametric tests of efficiency of portfolio investment

https://doi.org/10.1007/bf01227605
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/mde.4090090210openalex-snapshot
The measurement of productive efficiency: A robust minimax approach
inferredcites →https://doi.org/10.1007/978-94-009-2645-5openalex-snapshot
Efficiency Analysis by Production Frontiers the Nonparametric Approach
inferredcites →https://doi.org/10.1007/978-94-009-3677-5openalex-snapshot
Econometrics of Planning and Efficiency
inferredcites →https://doi.org/10.1007/978-94-009-3677-5_10openalex-snapshot
Recent Nonparametric Measures of Productive Efficiency
inferredcites →https://doi.org/10.1007/978-94-017-3085-3openalex-snapshot
Stochastic Optimization and Economic Models
inferredcites →https://doi.org/10.1007/bf01582884openalex-snapshot
The influence curve approach in data envelopment analysis
inferredcites →https://doi.org/10.1007/bf01766400openalex-snapshot
Reexamination of the perfectness concept for equilibrium points in extensive games
inferredcites →https://doi.org/10.1016/0022-247x(80)90280-2openalex-snapshot
Constrained games as complementary eigenvalue problems
inferredcites →https://doi.org/10.1080/00207728708967188openalex-snapshot
Comparative efficiency of investment portfolios: linear and non-linear frontiers
inferredcites →https://doi.org/10.1080/00207728908910218openalex-snapshot
Portfolio decisions as games
inferredcites →https://doi.org/10.1086/295182openalex-snapshot
Risk, The Pricing of Capital Assets, and The Evaluation of Investment Portfolios
inferredcites →https://doi.org/10.1086/295952openalex-snapshot
Risk, the Pricing of Capital Assets, and the Evaluation of Investment Portfolios: Comment
inferredcites →https://doi.org/10.1111/j.1540-6261.1976.tb01961.xopenalex-snapshot
SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS*
inferredcites →https://doi.org/10.1111/j.1540-6261.1976.tb01967.xopenalex-snapshot
ADMISSIBLE PORTFOLIOS FOR ALL INDIVIDUALS
inferredcites →https://doi.org/10.1111/j.1540-6261.1987.tb04565.xopenalex-snapshot
A Simple Model of Capital Market Equilibrium with Incomplete Information
inferredcites →https://doi.org/10.2307/2286310openalex-snapshot
Fundamentals of Decision Theory.
inferredcites →https://doi.org/10.2307/2327195openalex-snapshot
"Capital Investment and Financial Decisions."
inferredcites →https://doi.org/10.2307/2330169openalex-snapshot
Orthogonal Portfolios
inferredcites →https://doi.org/10.2307/2330718openalex-snapshot
Nonparametric Tests of Models of Investor Behavior
inferredcites →https://doi.org/10.2307/2343100openalex-snapshot
The Measurement of Productive Efficiency

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

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Portfolio Performance Gauging in Discrete Time Using a Luenberger Productivity Indicator
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Backtesting superfund portfolio strategies based on frontier‐based mutual fund ratings
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Study on Spatial Differences of China’s Urban Land Price
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Data envelopment analysis: The evolution of the state of the art (1978?1995)
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Complementariedad de las inversiones a largo plazo y de capital de trabajo ante oportunidades de negocios y consideraciones de liquidez en paises latinoamericanos
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Portfolio performance gauging in discrete time using a Luenberger productivity indicator
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Do ethics imply persistence? The case of Islamic and socially responsible funds
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Multi-horizon Markowitz portfolio performance appraisals: A general approach☆
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Portfolio analysis with DEA: Prior to choosing a model
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Multi-Time and Multi-Moment Nonparametric Frontier-Based Fund Rating: Proposal and Buy-and-Hold Backtesting Strategy
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PLS path model building: A multivariate approach to land price studies – A case study in Beijing
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A Brief Overview of Nonparametric Methods in Economics
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A bibliography for Data Envelopment Analysis (1978-1996)
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Single-Period Markowitz Portfolio Selection, Performance Gauging, and Duality: A Variation on the Luenberger Shortage Function
inferred← citeshttps://doi.org/10.1080/00207729308949617openalex-snapshot
Portfolio efficiency tests based on stochastic dominance and co-integration
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An integrated efficiency evaluation of China stock market
inferred← citeshttps://doi.org/10.1080/135048501750103999openalex-snapshot
Nonparametric analysis of portfolio efficiency
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Investigating the ratio of risk-to-return changes in efficient portfolio to achieve a new efficient portfolio
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Discrete time touristic volume analysis in mean–variance spaces: the French hospitality sector situation
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Is Degree of Rurality More Crucial to Small Firm Births than Access to Incubators? An Analysis of States' Relative Efficiencies in Promoting the Birth of Small Firms
inferred← citeshttps://doi.org/10.4236/jmf.2011.12003openalex-snapshot
On Some Class of Distance Functions for Measuring Portfolio Efficiency
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Fonctions de distances et sélection de portefeuille : une approche multi-factorielle et multi-moments
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Ordinal classification with non-parametric frontier methods : overview and new proposals
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A Cross-efficiency approach to portfolio selection
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Multi-time and multi-moment rating and portfolio models with nonparametric frontier methods : overview, new proposals and empirical studies
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