In order to evaluate the performance of socially responsible investment (SRI) funds, we propose some models which use data envelopment analysis and can be computed in all phases of the business cycle. These models focus on the most crucial elements of an investment in mutual funds.In the...

The first objective of this contribution is to evaluate the performance of SRI equity mutual funds in the main European countries with three different DEA models. Secondly, with a series of statistical tests we compare the performance of SRI and non SRI mutual funds in the various countries, to...

This contribution studies the role of the size of mutual funds in the evaluation of the fund performance with a data envelopment analysis (DEA) approach, with the aim of studying the issue from different angles and with different statistical tools and of testing the presence of economies or...

In this paper we present a model which can be used to evaluate the performance of mutual funds. This model applies an operational research methodology, called data envelopment analysis (DEA), which allows to measure the relative efficiency of decision making units. This approach allows to define...