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Performance measurement of hedge funds using data envelopment analysis · Study

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ArticlePerformance measurement of hedge funds using data envelopment analysis

Martin Eling2006

OA

Articlegreen2006

Performance measurement of hedge funds using data envelopment analysis

73 citations·0/0 files stored·Financial markets and portfolio management

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

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 73 citations exist upstream.

References

1978Measuring the efficiency of decision making units 1984Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis 1957The Measurement of Productive Efficiency 1999Coherent Measures of Risk 1904The Proof and Measurement of Association between Two Things 1993A Procedure for Ranking Efficient Units in Data Envelopment Analysis 1951Rank Correlation Methods.2010The proof and measurement of association between two things

Cited by

2009Assessing the performance of alternative investments using non-parametric efficiency measurement approaches: Is it convincing?2013Mutual Funds Efficiency Measurement under Financial and Social Responsibility Criteria 2006A fully parametric approach to return modelling and risk management of hedge funds 2016A data envelopment analysis approach for ranking journals

Details

Year2006

Typearticle

Published2006-12-01

VenueFinancial markets and portfolio management

ISSN-L1555-4961

Languageen

Citations73

Files0 public / 0

ShelfEfficiency Analysis Using DEA

Identifiers

doi10.1007/s11408-006-0032-4

openalex_workW2109059359

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