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Efficiency evaluation of Greek equity funds

Babalos, Vassilios; Caporale, Guglielmo Maria; … - In: Research in international business and finance 26 (2012) 2, pp. 317-333

Persistent link: https://www.econbiz.de/10009618257

Value extracting in relative performance appraisal with network DEA : an application to U.S. equity mutual funds

Fukuyama, Hirofumi; Galagedera, Don U. A. - In: Data-enabled analytics : DEA for big data, (pp. 263-297). 2021

Persistent link: https://www.econbiz.de/10012880202

Performance evaluation of equity mutual funds using data envelopment analysis

Sharma, Geetika; Sharma, Vipul - In: International journal of financial services management … 9 (2018) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10011875681

Beyond mean-variance : assessing hedge fund performance in a non-parametric world

Hassouni, Afrae; Pirotte, Hugues - In: Financial markets and portfolio management 36 (2022) 4, pp. 473-488

Persistent link: https://www.econbiz.de/10013431703

Evaluating hedge fund and CTA performance : data envelopment analysis approach

Gregoriou, Greg N. - 2005

Introducing Data Envelopment Analysis (DEA) -- a quantitative approach to assess the performance of hedge funds, funds of hedge funds, and commmodity trading advisors. Steep yourself in this approach with this important new book by Greg Gregoriou and Joe Zhu. "This book steps beyond the...

Persistent link: https://www.econbiz.de/10012673305

Large scale analysis of Islamic equity funds using a meta-frontier approach with data envelopment analysis

Makni, Rania; Benouda, Olfa; Delhoumi, Ezzedine - In: Research in international business and finance 34 (2015), pp. 324-337

Persistent link: https://www.econbiz.de/10011326209

Comparative performance analysis of index ETFs and index funds

Sethi, Aakanksha - In: Mudra : journal of finance and accounting 4 (2017) 2, pp. 72-94

Persistent link: https://www.econbiz.de/10011874761

Evaluating hedge fund and CTA performance : data envelopment analysis approach

Gregoriou, Greg N.; Zhu, Joe - 2005

Persistent link: https://www.econbiz.de/10002467381

Efficiency and persistence of Spanish absolute Return Funds

Solórzano-Taborga, Pablo; Alonso-Conde, Ana Belén; … - In: Revista de métodos cuantitativos para la economía y … 25 (2018), pp. 186-214

Performance measurement is an area of crucial interest in asset valuation and investment management. High volatility as well as time aggregation of returns, amongst other characteristics, may distort the results of conventional measures of performance. In this work, we study the performance of...

Persistent link: https://www.econbiz.de/10011870722

Hedge funds: performance analysis, strategy classification, and portfolio construction

Moerth, Patrick (contributor) - 2007

Persistent link: https://www.econbiz.de/10003641308

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