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Measuring the dynamic efficiency of socially responsible investment funds : evidence from dynamic network DEA with diversification

Xiao, Helu; Liu, Xin; Ren, Tiantian; Zhou, Zhongbao - In: INFOR : information systems and operational research 60 (2022) 4, pp. 531-557

Persistent link: https://www.econbiz.de/10013555556

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

Dynamic network DEA approach with diversification to multi-period performance evaluation of funds

Lin, Ruiyue; Chen, Zhiping; Hu, Qianhui; Li, Zongxin - In: OR spectrum : quantitative approaches in management 39 (2017) 3, pp. 821-860

Persistent link: https://www.econbiz.de/10011707238

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

Efficiency of mutual fund managers : a slacks-based manager efficiency index

Andreu, Laura; Serrano, Miguel; Vicente, Luis - In: European journal of operational research : EJOR 273 (2019) 3, pp. 1180-1193

Persistent link: https://www.econbiz.de/10011987703

DEA frontier improvement and portfolio rebalancing : an application of China mutual funds on considering sustainability information disclosure

Zhou, Zhongbao; Xiao, Helu; Jin, Qianying; Liu, Wenbin - In: European journal of operational research : EJOR 269 (2018) 1, pp. 111-131

Persistent link: https://www.econbiz.de/10011864214

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

Multiplier dynamic data envelopment analysis based on directional distance function : an application to mutual funds

Lin, Ruiyue; Liu, Qian - In: European journal of operational research : EJOR 293 (2021) 3, pp. 1043-1057

Persistent link: https://www.econbiz.de/10012533801

Operational and investment efficiency of investment trust companies : do foreign firms outperform domestic firms?

Mohammad Nourani; Kweh, Qian Long; Lu, Wen-Min; Gurrib, … - In: Financial innovation : FIN 8 (2022), pp. 1-26

This study examines the efficiency of investment trust companies (ITCs) from 2011 to 2020 using a meta-frontier two-stage network data envelopment analysis (DEA) based on the directional distance function (DDF). We improved the accuracy of the efficiency measurement and added a network-based...

Persistent link: https://www.econbiz.de/10013368570

Super-efficiency measurement under variable return to scale : an approach based on a new directional distance function

Lin, Ruiyue; Chen, Zhiping - In: Journal of the Operational Research Society : OR 66 (2015) 9, pp. 1506-1510

Persistent link: https://www.econbiz.de/10011417463

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