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Determinants of mutual fund underperformance: A Bayesian stochastic frontier approach · Study

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ArticleDeterminants of mutual fund underperformance: A Bayesian stochastic frontier approach

Jan Annaert2003

Article2003

Determinants of mutual fund underperformance: A Bayesian stochastic frontier approach

Jan Annaert · Julien van den Broeck · Rudi Vander Vennet

74 citations·0/0 files stored·European Journal of Operational Research

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Financial Markets and Investment Strategies Corporate Finance and Governance Efficiency Analysis Using DEA

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References

1993Common risk factors in the returns on stocks and bonds 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1997On Persistence in Mutual Fund Performance 1992The Cross-Section of Expected Stock Returns 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1970Efficient Capital Markets: A Review of Theory and Empirical Work 1977Formulation and estimation of stochastic frontier production function models 1965The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets

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2002DEVELOPING A SHORT AFFECT INTENSITY SCALE 2015Modeling leakage in two-stage DEA models: An application to US mutual fund families 2014Can socially responsible investment for cleaner production improve the financial performance of Spanish pension plans?2015The performance of US equity mutual funds 2007Time Variation in Mutual Fund Style Exposures 2020

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Year2003

Typearticle

Published2003-01-30

VenueEuropean Journal of Operational Research

ISSN-L0377-2217

Languageen

Citations74

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/s0377-2217(02)00603-3

openalex_workW1968364796

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