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A data envelopment analysis approach to measure the mutual fund performance · Study

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ArticleA data envelopment analysis approach to measure the mutual fund performance

Antonella Basso2001

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Articlegreen2001

A data envelopment analysis approach to measure the mutual fund performance

Antonella Basso · Stefania Funari

265 citations·0/0 files stored·European Journal of Operational Research

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Efficiency Analysis Using DEA Financial Markets and Investment Strategies Risk and Portfolio Optimization

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References

1978Measuring the efficiency of decision making units 1964Risk Aversion in the Small and in the Large 1976Risk Aversion in the Small and in the Large 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 1966Mutual Fund Performance 1999Data Envelopment Analysis: A Comprehensive Text with Models, Applications, References and DEA-Solver Software 1994Data Envelopment Analysis: Theory, Methodology, and Applications 1966Aspects of the Theory of Risk-Bearing.

Cited by

2009A performance evaluation model for international tourist hotels in Taiwan—An application of the relational network DEA 2003Measuring the performance of ethical mutual funds: a DEA approach 2005Portfolio performance evaluation in a mean–variance–skewness framework 2013On the comparative performance of socially responsible and Islamic mutual funds 2004Hedge fund performance appraisal using data envelopment analysis 2016Data envelopment analysis in financial services: a citations network analysis of banks, insurance companies and money market funds

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2003Measuring the performance of ethical mutual funds: a DEA approacharticle · 9 shared references 2005Portfolio performance evaluation in a mean–variance–skewness frameworkarticle · 9 shared references 2001A generalized performance attribution technique for mutual fundsother · 7 shared references 2005A robust nonparametric approach to evaluate and explain the performance of mutual fundsarticle · 6 shared references 2007Data envelopment analysis of mutual funds based on second-order stochastic dominancearticle · 6 shared references 2011Data envelopment analysis models of investment fundsarticle · 6 shared references

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Year2001

Typearticle

Published2001-12-01

VenueEuropean Journal of Operational Research

ISSN-L0377-2217

Languageen

Citations265

Files0 public / 0

ShelfEfficiency Analysis Using DEA

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doi10.1016/s0377-2217(00)00311-8

openalex_workW2007106598

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2007Data envelopment analysis of mutual funds based on second-order stochastic dominance

2008Portfolio optimization of equity mutual funds with fuzzy return rates and risks