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On the informativeness of persistence for evaluating mutual fund performance using partial frontiers

✍ Scribed by Matallín-Sáez, Juan Carlos; Soler-Domínguez, Amparo; Tortosa-Ausina, Emili

Book ID
120080720
Publisher
Elsevier Science
Year
2014
Tongue
English
Weight
791 KB
Volume
42
Category
Article
ISSN
0305-0483

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## ABSTRACT Recent literature in performance evaluation has focused on preferences and characteristics of returns' distribution that go beyond mean and variance world. However, Eling (2008) compared the Sharpe ratio with some of these performance measures, and found virtually identical rank orderin