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Modelling social responsibility in mutual fund performance appraisal: A two-stage data envelopment analysis model with non-discretionary first stage output
16 references·6 citing·31 second hop
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References

  • 1952PORTFOLIO SELECTION*13,480 cited
  • 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19644,330 cited
  • 1966Mutual Fund Performance3,932 cited
  • 1999Data Envelopment Analysis: A Comprehensive Text with Models, Applications, References and DEA-Solver Software3,754 cited
  • 1952Safety First and the Holding of Assets2,537 cited
  • 2001Data Envelopment Analysis: A Comprehensive Text with Models, Applications, References and DEA-Solver Software1,713 cited
  • 2001Pitfalls and protocols in DEA1,623 cited
  • 2012How to Rate Management of Investment Funds1,603 cited
  • 2007Efficiency decomposition in two-stage data envelopment analysis: An application to non-life insurance companies in Taiwan1,369 cited
  • 1986Efficiency Analysis for Exogenously Fixed Inputs and Outputs1,243 cited
  • 1994Performance Measurement in a Downside Risk Framework899 cited
  • 2008Additive efficiency decomposition in two-stage DEA704 cited
  • 2010Payoff complementarities and financial fragility: Evidence from mutual fund outflows702 cited
  • 2008DEA models for two‐stage processes: Game approach and efficiency decomposition537 cited
  • 2006DEA models for supply chain efficiency evaluation

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468 cited
  • 1997Efficiency of mutual funds and portfolio performance measurement: A non-parametric approach360 cited
  • Cited by

    • 2022A novel robust network data envelopment analysis approach for performance assessment of mutual funds under uncertainty45 cited
    • 2023Empirical Study of ESG Score Prediction through Machine Learning—A Case of Non-Financial Companies in Taiwan43 cited
    • 2020Project management for social good43 cited
    • 2021Production scale-based two-stage network data envelopment analysis42 cited
    • 2022Empirical comparison of Shariah-compliant vs conventional mutual fund performance25 cited
    • 2020The Investment Performance of Ethical Equity Funds in Malaysia23 cited