Tsolas, Ioannis E. - In: Journal of risk and financial management : JRFM 13 (2020) 11/286, pp. 1-10
The aim of this paper is to assess the efficiency of a set of 62 precious metal mutual funds (PMMFs) and to explain … performance differences between funds using weighted additive data envelopment analysis (DEA) and Tobit regression, respectively …. The contribution of this paper is twofold: to provide for the first-time metrics of the relative performance of PMMFs …