DEA frontier improvement and portfolio rebalancing : an application of China mutual funds on considering sustainability information disclosure
Year of publication: |
16 August 2018
|
---|---|
Authors: | Zhou, Zhongbao ; Xiao, Helu ; Jin, Qianying ; Liu, Wenbin |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 269.2018, 1 (16.8.), p. 111-131
|
Subject: | Data envelopment analysis | Portfolio performance evaluation | DEA frontier improvement | Out-of-sample evaluation | Sustainability information disclosure | Data-Envelopment-Analyse | Portfolio-Management | Portfolio selection | Investmentfonds | Investment Fund | China | Technische Effizienz | Technical efficiency | Nachhaltige Entwicklung | Sustainable development | Performance-Messung | Performance measurement | Unternehmenspublizität | Corporate disclosure |
-
Mutual fund performance benchmarking using a quadratic directional distance function approach
Pendaraki, Konstantina, (2015)
-
Efficiency measurement of open-ended mutual fund schemes with respect to Indian mutual fund industry
Goel, Sweta, (2018)
-
Beyond mean-variance : assessing hedge fund performance in a non-parametric world
Hassouni, Afrae, (2022)
- More ...
-
DEA Methods for Evaluating Non-Homogeneous DMUs Using Known Internal Structures
Zhou, Zhongbao, (2019)
-
Stochastic leader-follower DEA models for two-stage systems
Zhou, Zhongbao, (2021)
-
Estimation of cardinality constrained portfolio efficiency via segmented DEA
Zhou, Zhongbao, (2018)
- More ...