Similar Search Results

Mutual fund performance benchmarking using a quadratic directional distance function approach

Pendaraki, Konstantina - In: International journal of financial engineering and risk … 2 (2015) 1, pp. 30-47

Persistent link: https://www.econbiz.de/10011344303

Efficiency measurement of open-ended mutual fund schemes with respect to Indian mutual fund industry

Goel, Sweta; Mani, Mukta - In: International journal of financial services management … 9 (2018) 2, pp. 140-167

Persistent link: https://www.econbiz.de/10011914147

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

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

DEA models with a constant input for SRI mutual funds with an application to European and Swedish funds

Basso, Antonella; Funari, Stefania - In: International transactions in operational research : … 21 (2014) 6, pp. 979-1000

Persistent link: https://www.econbiz.de/10010440672

Are all gold medal mutual funds equally efficient?

Malhotra, Davinder Kumar; Malhotra, Rashmi; Nydick, … - In: Applications of management science : Vol. 21, (pp. 13-26). 2022

Persistent link: https://www.econbiz.de/10013433335

Data envelopment analysis and multifactor asset pricing models

Solórzano-Taborga, Pablo; Alonso-Conde, Ana Belén; … - In: International Journal of Financial Studies : open … 8 (2020) 2/24, pp. 1-18

Recent literature shows that market anomalies have significantly diminished, while research on market factors has largely improved the performance of asset pricing models. In this paper we study the extent to which data envelopment analysis (DEA) techniques can help improve the performance of...

Persistent link: https://www.econbiz.de/10012239304