Narrow search
Showing 1 - 10 of 19,589
Cover Image
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
Cover Image
Portfolio selection of projects based on a relative efficiency measurement
Dia, Mohamed - In: International journal of financial engineering and risk … 1 (2013) 2, pp. 129-139
Persistent link: https://www.econbiz.de/10010197922
Cover Image
Mutual fund performance evaluation using data envelopment analysis with higher moments
Pendaraki, Konstantina - In: Journal of applied finance & banking 2 (2012) 5, pp. 97-112
which individuals and most institutions invest in capital markets. Thus, the evaluation of the performance of mutual funds … investment institutions. This paper proposes Data Envelopment Analysis, a nonparametric approach, for the evaluation of mutual … over the period 2007-2010 with encouraging results. -- mutual funds ; performance evaluation ; kurtosis ; skewness ; data …
Persistent link: https://www.econbiz.de/10009673743
Cover Image
An integrated DEA-MODM methodology for portfolio optimization
Huang, Chun-ying; Chiou, Chuang-chun; Wu, Tai-hsi; … - In: Operational research : an international journal 15 (2015) 1, pp. 115-136
Persistent link: https://www.econbiz.de/10011388363
Cover Image
Efficiency of the strategic style of persion funds : an application of the variants of the slacks-based measure in DEA
Andreu, Laura; Sarto, José Luis; Vicente, Luis - In: Journal of the Operational Research Society : OR 65 (2014) 12, pp. 1886-1895
Persistent link: https://www.econbiz.de/10010481876
Cover Image
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
Cover Image
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
Cover Image
Hedge funds: performance analysis, strategy classification, and portfolio construction
Moerth, Patrick (contributor) - 2007
Persistent link: https://www.econbiz.de/10003641308
Cover Image
New DEA performance evaluation indices and their applications in the American fund market
Lin, Ruiyue; Chen, Zhiping - In: Asia Pacific journal of operational research : APJOR 25 (2008) 4, pp. 421-450
Persistent link: https://www.econbiz.de/10003765940
Cover Image
Evaluating greek equity funds using data envelopment analysis
Babalos, Vassilios; Caporale, Guglielmo Maria; … - 2009
Persistent link: https://www.econbiz.de/10003838911