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What the study findings say is that there are identified input/output and profile variables that are significantly different between the Morningstar 500's (1999) large-cap mutual funds that are DEA performance efficient and inefficient. The Sharpe Index represents the DEA output variable. That...
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The overall evidence indicates that small-cap mutual funds with largest total assets are the most managerially efficient, as defined by DEA. And, this efficiency comes with conservative portfolio investment style attributes consistent with a strong value style of investing
Persistent link: https://www.econbiz.de/10013008066
Data Envelopment Analysis (DEA) was used to analyze the input/output efficiency of large U.S. banks in 1987 and 1992. The former was the year that banks belatedly began to acknowledge financially the increasingly severe problems from loans to less-developed countries, especially in Latin...
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