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Empirical Study on Chinese Mutual Funds' Performance
15 references·2 citing·25 second hop
Empirical Study on Chinese Mutual Funds' Performance (2007)Empirical Study on Chinese Mutual Funds' …How to Rate Management of Investment Funds (2012)How to Rate Management of Inv…Australian mutual fund performance appraisal using data envelopment analysis (2002)Australian mutual fund perfor…Relative Performance Evaluation of Mutual Funds: A Non‐Parametric Approach (2001)Relative Performance Evaluati…Portfolio Evaluation and Benchmark Selection (2001)Portfolio Evaluation and Benc…Data envelopment analysis (2001)Data envelopment analysisData envelopment analysis (2001)Data envelopment analysisMutual fund performance appraisals: a multi-horizon perspective with endogenous benchmarking (1999)Mutual fund performance appra…Efficiency of mutual funds and portfolio performance measurement: A non-parametric approach (1997)Efficiency of mutual funds an…The Measurement of Efficiency of Production (1985)The Measurement of Efficiency…Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis (1984)Some Models for Estimating Te…Measuring the efficiency of decision making units (1978)Measuring the efficiency of d…THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)THE PERFORMANCE OF MUTUAL FUN…The Performance of Mutual Funds in the Period 1945-1964 (1968)The Performance of Mutual Fun…Mutual Fund Performance (1966)Mutual Fund PerformanceThe Measurement of Productive Efficiency (1957)The Measurement of Productive…Revenue Sharing Contract in Dual Channel Supply Chain in Case of Free Riding (2012)Revenue Sharing Contract in D…A Model for Evaluating Financial Performance of Companies by Data Envelopment Analysis - A Case Study of 36 Corporations Affiliated with a Private Organization (2012)A Model for Evaluating Financ…Recent developments in DEA (1990)Congestion and returns to scale in data envelopment analysis (2003)Energy efficiency analysis method based on fuzzy DEA cross-model for ethylene production systems in chemical industry (2015)PCA-DEA-tobit regression assessment with carbon emission constraints of China’s logistics industry (2020)On the Impossibility of Informationally Efficient Markets (1980)A data envelopment analysis approach to measure the mutual fund performance (2001)Managerial Ability, Investment Efficiency and Stock Price Crash Risk (2014)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988 (1993)Returns from Investing in Equity Mutual Funds 1971 to 1991 (1995)An Engine, Not a Camera (2006)A Procedure for Ranking Efficient Units in Data Envelopment Analysis (1993)A slacks-based measure of efficiency in data envelopment analysis (2001)A slacks-based measure of super-efficiency in data envelopment analysis (2002)Formulation and estimation of stochastic frontier production function models (1977)Efficient Capital Markets: II (1991)How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)Multilateral Productivity Comparisons When Some Outputs are Undesirable: A Nonparametric Approach (1989)Sensitivity Analysis of Efficiency Scores: How to Bootstrap in Nonparametric Frontier Models (1998)
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References

  • 1978Measuring the efficiency of decision making units29,755 cited
  • 1984Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis16,773 cited
  • 1957The Measurement of Productive Efficiency16,116 cited
  • 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19644,330 cited
  • 1966Mutual Fund Performance3,932 cited
  • 1985The Measurement of Efficiency of Production2,139 cited
  • 1968The Performance of Mutual Funds in the Period 1945-19641,708 cited
  • 2012How to Rate Management of Investment Funds1,603 cited
  • 1997Efficiency of mutual funds and portfolio performance measurement: A non-parametric approach360 cited
  • 2001Data envelopment analysis217 cited
  • 1999Mutual fund performance appraisals: a multi-horizon perspective with endogenous benchmarking200 cited
  • 2001Data envelopment analysis163 cited
  • 2002Australian mutual fund performance appraisal using data envelopment analysis135 cited
  • 2001Relative Performance Evaluation of Mutual Funds: A Non‐Parametric Approach104 cited
  • 2001Portfolio Evaluation and Benchmark Selection61 cited

Cited by

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  • 2012A Model for Evaluating Financial Performance of Companies by Data Envelopment Analysis - A Case Study of 36 Corporations Affiliated with a Private Organization30 cited
  • 2012Revenue Sharing Contract in Dual Channel Supply Chain in Case of Free Riding12 cited