FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2912162638> ?p ?o ?g. }

• W2912162638 endingPage "92" @default.
• W2912162638 startingPage "78" @default.
• W2912162638 abstract "The idea of determining the number of fund subgroups is of central importance in the currently popular academic field of Risk Parity Portfolio Theory, and especially for practitioners’ direct use of Funds-of-Funds (FoF) managers. Can the Gaussian Mixture Distributions plug- in approach via traditional procedures select the right number of fund subgroups? Probably not. According to our in-sample/out-of-sample likelihood score analysis, the actual locations of subgroups in real data (of both U.S. mutual funds and hedge funds) are too close to each other. The information loss incurred by parameter uncertainty outweigh those incurred by mis-specification, and can only be slightly alleviated using the nonparametric density estimators. An arbitrary choice of two subgroups only causes affordable information loss relative to more fund subgroups. These findings challenge the reliability of the Gaussian Mixture Distributions plug-in approach via traditional procedures (e.g., BIC, Likelihood Ratio and Chi-square statistics) in selecting the correct number of subgroups." @default.
• W2912162638 created "2019-02-21" @default.
• W2912162638 creator A5021869615 @default.
• W2912162638 creator A5056837726 @default.
• W2912162638 date "2019-01-01" @default.
• W2912162638 modified "2023-10-13" @default.
• W2912162638 title "In search of the optimal number of fund subgroups" @default.
• W2912162638 cites W1965555277 @default.
• W2912162638 cites W1984499217 @default.
• W2912162638 cites W2008572210 @default.
• W2912162638 cites W2034019416 @default.
• W2912162638 cites W2041492724 @default.
• W2912162638 cites W2076237435 @default.
• W2912162638 cites W2089349283 @default.
• W2912162638 cites W2101434526 @default.
• W2912162638 cites W2113037782 @default.
• W2912162638 cites W2118320195 @default.
• W2912162638 cites W2118989259 @default.
• W2912162638 cites W2136120210 @default.
• W2912162638 cites W2140917889 @default.
• W2912162638 cites W2151353604 @default.
• W2912162638 cites W2155875745 @default.
• W2912162638 cites W2163969674 @default.
• W2912162638 cites W2268235924 @default.
• W2912162638 cites W2309220256 @default.
• W2912162638 cites W2330686412 @default.
• W2912162638 cites W2600737792 @default.
• W2912162638 cites W2798184497 @default.
• W2912162638 cites W2895423712 @default.
• W2912162638 cites W3121206834 @default.
• W2912162638 cites W3122473824 @default.
• W2912162638 cites W3123102296 @default.
• W2912162638 cites W3124003707 @default.
• W2912162638 cites W3124200050 @default.
• W2912162638 cites W3124431622 @default.
• W2912162638 cites W3124539603 @default.
• W2912162638 cites W3124684802 @default.
• W2912162638 cites W3131830603 @default.
• W2912162638 doi "https://doi.org/10.1016/j.jempfin.2018.12.002" @default.
• W2912162638 hasPublicationYear "2019" @default.
• W2912162638 type Work @default.
• W2912162638 sameAs 2912162638 @default.
• W2912162638 citedByCount "6" @default.
• W2912162638 countsByYear W29121626382020 @default.
• W2912162638 countsByYear W29121626382021 @default.
• W2912162638 countsByYear W29121626382023 @default.
• W2912162638 crossrefType "journal-article" @default.
• W2912162638 hasAuthorship W2912162638A5021869615 @default.
• W2912162638 hasAuthorship W2912162638A5056837726 @default.
• W2912162638 hasBestOaLocation W29121626382 @default.
• W2912162638 hasConcept C10138342 @default.
• W2912162638 hasConcept C102366305 @default.
• W2912162638 hasConcept C105795698 @default.
• W2912162638 hasConcept C121332964 @default.
• W2912162638 hasConcept C129848803 @default.
• W2912162638 hasConcept C149782125 @default.
• W2912162638 hasConcept C162118730 @default.
• W2912162638 hasConcept C162324750 @default.
• W2912162638 hasConcept C163716315 @default.
• W2912162638 hasConcept C185429906 @default.
• W2912162638 hasConcept C185592680 @default.
• W2912162638 hasConcept C198531522 @default.
• W2912162638 hasConcept C204434749 @default.
• W2912162638 hasConcept C2777064782 @default.
• W2912162638 hasConcept C2780821815 @default.
• W2912162638 hasConcept C33923547 @default.
• W2912162638 hasConcept C43617362 @default.
• W2912162638 hasConcept C62520636 @default.
• W2912162638 hasConceptScore W2912162638C10138342 @default.
• W2912162638 hasConceptScore W2912162638C102366305 @default.
• W2912162638 hasConceptScore W2912162638C105795698 @default.
• W2912162638 hasConceptScore W2912162638C121332964 @default.
• W2912162638 hasConceptScore W2912162638C129848803 @default.
• W2912162638 hasConceptScore W2912162638C149782125 @default.
• W2912162638 hasConceptScore W2912162638C162118730 @default.
• W2912162638 hasConceptScore W2912162638C162324750 @default.
• W2912162638 hasConceptScore W2912162638C163716315 @default.
• W2912162638 hasConceptScore W2912162638C185429906 @default.
• W2912162638 hasConceptScore W2912162638C185592680 @default.
• W2912162638 hasConceptScore W2912162638C198531522 @default.
• W2912162638 hasConceptScore W2912162638C204434749 @default.
• W2912162638 hasConceptScore W2912162638C2777064782 @default.
• W2912162638 hasConceptScore W2912162638C2780821815 @default.
• W2912162638 hasConceptScore W2912162638C33923547 @default.
• W2912162638 hasConceptScore W2912162638C43617362 @default.
• W2912162638 hasConceptScore W2912162638C62520636 @default.
• W2912162638 hasFunder F4320321001 @default.
• W2912162638 hasLocation W29121626381 @default.
• W2912162638 hasLocation W29121626382 @default.
• W2912162638 hasOpenAccess W2912162638 @default.
• W2912162638 hasPrimaryLocation W29121626381 @default.
• W2912162638 hasRelatedWork W1642664631 @default.
• W2912162638 hasRelatedWork W1837630526 @default.
• W2912162638 hasRelatedWork W1979697693 @default.
• W2912162638 hasRelatedWork W2164312800 @default.
• W2912162638 hasRelatedWork W2335589441 @default.
• W2912162638 hasRelatedWork W2529605301 @default.
• W2912162638 hasRelatedWork W4231665652 @default.

• next