A distribution-free approach to estimating best response values with application to mutual fund performance modeling

Article Abstract:

A frontier regression model for mutual fund performance estimation is presented. The model integrates an additional error term. The model is an improvement on previous suggested models wherein error components were distributed.

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Enhanced bisection strategies for the Maximin Efficiency Ratio Model

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Status of the Maximin Efficiency Ratio Model as new form of data envelopment analysis model is discussed alongwith their common basis, decisional efficiency estimation principle.

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A Lorenz-Pareto measure of pure diversification

Article Abstract:

Mathematical models, which examine the viability of diversification methods to avoid corporate failure, are presented.

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