Measuring the overall efficiency of SRI and conventional mutual funds by a diversification-consistent DEA model
Year of publication: |
2023
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Authors: | Bilbao Terol, Amelia ; Arenas-Parra, Mar ; Bilbao, Cecilia |
Published in: |
International transactions in operational research : a journal of the International Federation of Operational Research Societies. - Oxford : Wiley-Blackwell, ISSN 1475-3995, ZDB-ID 2019815-2. - Vol. 30.2023, 5, p. 2224-2256
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Subject: | corporate sustainability | data envelopment analysis | mutual funds | prospect theory | second-order stochastic dominance | TOPSIS |
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