"Risk-aversion versus risk-loving preferences in nonparametric ..."

Tiantian Ren, Kristiaan Kerstens, Saurav Kumar (2024)

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DOI: 10.1016/J.EJOR.2024.06.013

access: closed

type: Journal Article

metadata version: 2024-09-08

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Tiantian Ren, Kristiaan Kerstens, Saurav Kumar:
Risk-aversion versus risk-loving preferences in nonparametric frontier-based fund ratings: A buy-and-hold backtesting strategy. Eur. J. Oper. Res. 319(1): 332-344 (2024)

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