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Mutual Fund Risk Premia – A Qu...
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European journal of operational research : EJOR
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855
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1
The risk premium that never was : a fair value explanation of the volatility spread
McGee, Richard J.
;
McGroarty, Frank
- In:
European journal of operational research : EJOR
262
(
2017
)
1
,
pp. 370-380
Persistent link: https://www.econbiz.de/10011785787
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2
Pricing of variance swap rates and investment decisions of variance swaps : evidence from a three-factor model
Hong, Yi
;
Jin, Xing
- In:
European journal of operational research : EJOR
303
(
2022
)
2
,
pp. 975-985
Persistent link: https://www.econbiz.de/10013364052
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3
Efficiency of mutual fund managers : a slacks-based manager efficiency index
Andreu, Laura
;
Serrano, Miguel
;
Vicente, Luis
- In:
European journal of operational research : EJOR
273
(
2019
)
3
,
pp. 1180-1193
Persistent link: https://www.econbiz.de/10011987703
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4
A trade-level DEA model to evaluate relative performance of investment fund managers
Banker, Rajiv D.
;
Chen, Janice Y. S.
;
Klumpes, Paul J. M.
- In:
European journal of operational research : EJOR
255
(
2016
)
3
,
pp. 903-910
Persistent link: https://www.econbiz.de/10011556522
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5
Tri-criterion modeling for constructing more-sustainable mutual funds
Utz, Sebastian
;
Wimmer, Maximilian
;
Steuer, Ralph E.
- In:
European journal of operational research : EJOR
246
(
2015
)
1
,
pp. 331-338
Persistent link: https://www.econbiz.de/10011341641
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6
DEA frontier improvement and portfolio rebalancing : an application of China mutual funds on considering sustainability information disclosure
Zhou, Zhongbao
;
Xiao, Helu
;
Jin, Qianying
;
Liu, Wenbin
- In:
European journal of operational research : EJOR
269
(
2018
)
1
,
pp. 111-131
Persistent link: https://www.econbiz.de/10011864214
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7
Ranking of investment funds : acceptability versus robustness
Rossello, Damiano
- In:
European journal of operational research : EJOR
245
(
2015
)
3
,
pp. 828-836
Persistent link: https://www.econbiz.de/10011312111
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8
Socially responsible investment : a multicriteria approach to portfolio selection combining ethical and financial objectives
Ballestero, Enrique
;
Bravo, Mila
;
Pérez-Gladish, Blanca
; …
- In:
European journal of operational research : EJOR
216
(
2012
)
2
,
pp. 487-494
Persistent link: https://www.econbiz.de/10009388015
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9
Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds
Utz, Sebastian
;
Wimmer, Maximilian
;
Hirschberger, Markus
; …
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 491-498
Persistent link: https://www.econbiz.de/10010356715
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10
Investment strategies and compensation of mean-variance optimizing fund manager
Aivaliotis, Georgios
;
Palczewski, Jan
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 561-570
Persistent link: https://www.econbiz.de/10010358401
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