Concepedia

Frontier-based vs. traditional mutual fund ratings: A first backtesting analysis

Olivier Brandouy, Kristiaan Kerstens, Ignace Van de Woestyne

European Journal of Operational Research · 2014 · 26 citations · 39 references

DOIFull text

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Concepts

References

39

Hierarchical Grouping to Optimize an Objective Function

Joe H. Ward · Journal of the American Statistical Association · 1963 · 19.2K citations

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Mutual Fund Performance

William F. Sharpe · The Journal of Business · 1966 · 3.8K citations

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Ward’s Hierarchical Agglomerative Clustering Method: Which Algorithms Implement Ward’s Criterion?

Fionn Murtagh, Pierre Legendre · Journal of Classification · 2014 · 3.8K citations · Full text

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Optimal Versus Naive Diversification: How Inefficient is the 1/<i>N</i>Portfolio Strategy?

Victor DeMiguel, Lorenzo Garlappi, Raman Uppal · Review of Financial Studies · 2007 · 3.2K citations

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Inefficient Markets: An Introduction to Behavioral Finance

Andrei Shleifer · Journal of Institutional and Theoretical Economics JITE · 2002 · 1.3K citations

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