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Non-parametric frontier estimates of mutual fund performance using C- and L-moments: Some specification tests. (2011). Kerstens, Kristiaan ; Mounir, Amine ; Van de Woestyne, Ignace .
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:35:y:2011:i:5:p:1190-1201.

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    In: Working Paper Research.
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  2. Evaluating different groups of mutual funds using a metafrontier approach: Ethical vs. non-ethical funds. (2024). Basso, Antonella ; Jin, Qianying ; van De, Ignace ; Kerstens, Kristiaan ; Funari, Stefania.
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  3. Risk-aversion versus risk-loving preferences in nonparametric frontier-based fund ratings: A buy-and-hold backtesting strategy. (2024). Kerstens, Kristiaan ; Ren, Tiantian ; Kumar, Saurav.
    In: European Journal of Operational Research.
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  4. Evaluating different groups of mutual funds using a metafrontier approach: Ethical vs. non-ethical funds. (2024). van De, Ignace ; Kerstens, Kristiaan ; Funari, Stefania ; Basso, Antonella ; Jin, Qianying.
    In: European Journal of Operational Research.
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  5. Multi-Time and Multi-Moment Nonparametric Frontier-Based Fund Rating: Proposal and Buy-and-Hold Backtesting Strategy. (2022). van De, Ignace ; Ren, Tiantian ; Mazza, Paolo ; Kerstens, Kristiaan.
    In: Omega.
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  6. Multi-Time and Multi-Moment Nonparametric Frontier-Based Fund Rating: Proposal and Buy-and-Hold Backtesting Strategy. (2021). van De, Ignace ; Ren, Tiantian ; Mazza, Paolo ; Kerstens, Kristiaan.
    In: Working Papers.
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  7. Big data and portfolio optimization: A novel approach integrating DEA with multiple data sources. (2021). Liu, Wenbin ; Wang, Rui ; Xiao, Helu ; Gao, Meng ; Zhou, Zhongbao.
    In: Omega.
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  8. Dynamic network DEA and SFA models for accounting and financial indicators with an analysis of super-efficiency in stochastic frontiers: An efficiency comparison in OECD banking. (2020). Moreira, Jorge Junio ; Chen, Zhongfei ; Tsionas, Mike G ; Wanke, Peter.
    In: International Review of Economics & Finance.
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  9. Do mutual fund managers earn their fees? New measures for performance appraisal. (2020). Tan, Kian ; Galagedera, Don ; Watson, John ; Fukuyama, Hirofumi.
    In: European Journal of Operational Research.
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  10. Efficiency of mutual fund managers: A slacks-based manager efficiency index. (2019). Andreu, Laura ; Vicente, Luis ; Serrano, Miguel .
    In: European Journal of Operational Research.
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  11. Modelling social responsibility in mutual fund performance appraisal: A two-stage data envelopment analysis model with non-discretionary first stage output. (2019). , Don.
    In: European Journal of Operational Research.
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  12. The role of fund size in the performance of mutual funds assessed with DEA models. (2017). Basso, Antonella ; Funari, Stefania.
    In: The European Journal of Finance.
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  13. Data envelopment analysis in financial services: a citations network analysis of banks, insurance companies and money market funds. (2017). Marra, Marianna ; Kaffash, Sepideh.
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  14. Merger and acquisitions in South African banking: A network DEA model. (2017). GUPTA, RANGAN ; Maredza, Andrew ; Wanke, Peter.
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  15. Hedonic evaluation of the SRI label of mutual funds using matching methodology. (2017). Bilbao-Terol, Amelia ; Caal-Fernandez, Veronica ; Alvarez-Otero, Susana .
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  16. Predicting Efficiency in Angolan Banks: A Two-Stage TOPSIS and Neural Networks Approach. (2016). Barros, Carlos ; Wanke, Peter ; Joo, Nkanga Pedro .
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  17. The Performance of Unit Trust Industry in Malaysia. (2015). Shari, Aminah.
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  18. The performance of US equity mutual funds. (2015). mamatzakis, emmanuel ; BABALOS, VASSILIOS ; Matousek, Roman.
    In: Journal of Banking & Finance.
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  19. Frontier-based vs. traditional mutual fund ratings: A first backtesting analysis. (2015). Kerstens, Kristiaan ; Brandouy, Olivier ; Van de Woestyne, Ignace .
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:242:y:2015:i:1:p:332-342.

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  20. Financial distress drivers in Brazilian banks: A dynamic slacks approach. (2015). Faria, Joao ; Barros, Carlos P. ; Wanke, Peter.
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  21. Precious metal mutual fund performance appraisal using DEA modeling. (2014). Tsolas, Ioannis E..
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  22. Do ethics imply persistence? The case of Islamic and socially responsible funds. (2014). Tortosa-Ausina, Emili ; Abdelsalam, Omneya ; Duygun, Meryem ; Matallin-Saez, Juan Carlos.
    In: Journal of Banking & Finance.
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  23. Constant and variable returns to scale DEA models for socially responsible investment funds. (2014). Funari, Stefania ; Basso, Antonella.
    In: European Journal of Operational Research.
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  24. Technical Efficiency in the Angolan Banking Sector with the B-convexity Model. (2014). Barros, Carlos P. ; Liang, Qi Bin ; Peypoch, Nicolas.
    In: South African Journal of Economics.
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  25. Does active management add value? New evidence from a quantile regression. (2013). Tortosa-Ausina, Emili ; Soler-Dominguez, Amparo ; Matallin-Saez, Carlos J..
    In: Working Papers.
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  26. Does active management add value? New evidence from a quantile regression approach. (2013). Tortosa-Ausina, Emili ; Dominguez, Amparo Soler ; Juan Carlos Matallin Saez, .
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  27. Constant and variable returns to scale DEA models for socially responsible investment funds. (2012). Funari, Stefania ; Basso, Antonella.
    In: Working Papers.
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  28. On the characteristics and performance of long-short, market-neutral and bear mutual funds. (2011). Badrinath, S. G. ; Gubellini, S..
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  23. Price determinants of Aboriginal art, and its role as an alternative asset class. (2011). Coleman, Les ; Taylor, Dominic .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:6:p:1519-1529.

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  24. Non-parametric frontier estimates of mutual fund performance using C- and L-moments: Some specification tests. (2011). Kerstens, Kristiaan ; Mounir, Amine ; Van de Woestyne, Ignace .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:5:p:1190-1201.

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  25. Portfolio selection with mental accounts and delegation. (2011). Baptista, Alexandre ; Alexander, Gordon.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:10:p:2637-2656.

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  26. Portfolio Frontiers with Restrictions to Tracking Error Volatility and Value at Risk. (2011). Riccetti, Luca ; Palomba, Giulio.
    In: Working Papers.
    RePEc:anc:wpaper:358.

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