SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Performance evaluation of Portuguese mutual fund portfolios using the value-based DEA method
16 references·0 citing·32 second hop
Performance evaluation of Portuguese mutual fund portfolios using the value-based DEA method (2017)Performance evaluation of Portuguese mutu…Betting against beta (2013)Betting against betaLuck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)Luck versus Skill in the Cros…How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)How Active Is Your Fund Manag…Prospect Theory and Asset Prices (2001)Prospect Theory and Asset Pri…Pitfalls and protocols in DEA (2001)Pitfalls and protocols in DEAMutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses (2000)Mutual Fund Performance: An E…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…A Procedure for Ranking Efficient Units in Data Envelopment Analysis (1993)A Procedure for Ranking Effic…Advances in prospect theory: Cumulative representation of uncertainty (1992)Advances in prospect theory: …Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …Decision analysis and behavioral research (1986)Decision analysis and behavio…Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis (1984)Some Models for Estimating Te…Regret in Decision Making under Uncertainty (1982)Regret in Decision Making und…Prospect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …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 theory of decision making. (1954)Judgment Under Uncertainty: Heuristics and Biases. (1984)Individual differences in reasoning: Implications for the rationality debate? (2000)Heuristics and Biases: The Psychology of Intuitive Judgment (2004)Best-worst multi-criteria decision-making method (2014)Judgment under Uncertainty: Heuristics and Biases (1975)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)A perspective on judgment and choice: Mapping bounded rationality. (2003)The Measurement of Productive Efficiency (1957)A slacks-based measure of efficiency in data envelopment analysis (2001)Risk, Ambiguity, and the Savage Axioms (1961)The Framing of Decisions and the Psychology of Choice (1981)Exploration and Exploitation in Organizational Learning (1991)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)Theory of games and economic behavior (2019)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Risk Aversion in the Small and in the Large (1976)Status quo bias in decision making (1988)Risk as feelings. (2001)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)A slacks-based measure of super-efficiency in data envelopment analysis (2002)Estimation and inference in two-stage, semi-parametric models of production processes (2005)Data envelopment analysis (DEA) – Thirty years on (2008)
this work references cited by second hop

References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
  • 1988Prospect theory: An analysis of decision under risk32,475 cited
  • 1978Measuring the efficiency of decision making units29,755 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1984Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis16,773 cited
  • 1992Advances in prospect theory: Cumulative representation of uncertainty15,457 cited
  • 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19644,330 cited
  • 1993A Procedure for Ranking Efficient Units in Data Envelopment Analysis3,691 cited
  • 1986Decision analysis and behavioral research3,035 cited
  • 1982Regret in Decision Making under Uncertainty2,990 cited
  • 2013Betting against beta2,027 cited
  • 2001Prospect Theory and Asset Prices1,876 cited
  • 2000Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses1,854 cited
  • 2010Luck versus Skill in the Cross‐Section of Mutual Fund Returns1,781 cited
  • 2009How Active Is Your Fund Manager? A New Measure That Predicts Performance1,660 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2001Pitfalls and protocols in DEA1,623 cited
  • Cited by

    No citing works inside the corpus for this window.