Technical note: longitudinal performance stratification - an iterative Kolmogorov-Smirnov approach

Management Science

Volumn 46, Issue 5, 2000, Pages 685-692

  Ruefli, Timothy W ^a   Wiggins, Robert R ^b  

^a UNIVERSITY OF TEXAS AT AUSTIN   (United States)

^b TULANE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; COST BENEFIT ANALYSIS; DECISION MAKING; FINANCE; MONTE CARLO METHODS; PERFORMANCE; STATISTICAL TESTS;

CLUSTER ANALYSIS; ITERATIVE KOLMOGOROV-SMIRNOV APPROACH; MUTUAL FUNDS; PERFORMANCE STRATIFICATION;

MANAGEMENT SCIENCE;

EID: 0033722681     PISSN: 00251909     EISSN: None     Source Type: Journal    
DOI: 10.1287/mnsc.46.5.685.12046     Document Type: Article

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