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Keywords: Fractional regression
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Journal Articles
International Journal of Managerial Finance (2020) 16 (5): 623–643.
Published: 17 April 2020
... portfolio. Besides the traditional model, we use the Fractional Regression to estimate the model with dependent variables defined on the unit interval. Findings Through the two-stage DEA analysis, we find that the income diversification has a positive impact on the cost efficiency of banks. In addition...

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