Determinants of mutual fund underperformance: a Bayesian stochastic frontier approach

Article Abstract:

The identification of ex ate fund statistics that can be related to future performance of European equity funds is reported. The identification revealed evidence that fund efficiency is positively related to fund size and historical performance, the latter being solely due to the poorly performing funds.

Commodity & service prices, Interest Rates, Prices and rates, Company pricing policy

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A robust nonparametric approach to evaluate and explain the performance of mutual funds

Article Abstract:

A study evaluates mutual funds by making a frontier analysis and using a nonparametric approach to the subject. Economies of scale is considered in the study.

Italy, Management dynamics, Management, Company business management, Economies of scale, Nonparametric statistics

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Investigating purchasing-sequence patterns for financial services using Markov, MTD and MTDg models

Article Abstract:

An analysis of purchase sequences of financial services using Markov and mixture transition distribution models is presented.

Belgium, Models, Distribution of goods, Distribution (Commerce), Markov processes

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