Three High-Dimensional Cross-Sectional Tests for Fund Performance Evaluation

2019 ◽  
Author(s):  
Tingting Cheng ◽  
Cheng Yan ◽  
Yayi Yan
Keyword(s):  
Performance Evaluation ◽  
Fund Performance ◽  
High Dimensional ◽  
Cross Sectional ◽  
Fund Performance Evaluation

Global Equity Fund Performance Evaluation with Equity and Currency Style Factors

2016 ◽  
Author(s):  
David R. Gallagher ◽  
Graham Harman ◽  
Camille Schmidt ◽  
Geoffrey J. Warren
Keyword(s):  
Performance Evaluation ◽  
Fund Performance ◽  
Equity Fund ◽  
Fund Performance Evaluation

scholarly journals Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons

1987 ◽  
Vol 42 (2) ◽  
pp. 233-265 ◽  
Author(s):  
BRUCE N. LEHMANN ◽  
DAVID M. MODEST
Keyword(s):  
Performance Evaluation ◽  
Mutual Fund ◽  
Fund Performance ◽  
Mutual Fund Performance ◽  
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Is size an input in the mutual fund performance evaluation with DEA?

2020 ◽  
Vol 10 (4) ◽  
pp. 635-659 ◽  
Author(s):  
Sevgi Eda Tuzcu ◽  
Emrah Ertugay
Keyword(s):  
Performance Evaluation ◽  
Mutual Fund ◽  
Fund Performance ◽  
Mutual Fund Performance ◽  
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scholarly journals Revisiting mutual fund performance evaluation

2013 ◽  
Vol 37 (5) ◽  
pp. 1759-1776 ◽  
Author(s):  
Timotheos Angelidis ◽  
Daniel Giamouridis ◽  
Nikolaos Tessaromatis
Keyword(s):  
Performance Evaluation ◽  
Mutual Fund ◽  
Fund Performance ◽  
Mutual Fund Performance ◽  
Fund Performance Evaluation
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