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A directional distance based super-efficiency DEA model handling negative data

Lin, Ruiyue; Chen, Zhiping - In: Journal of the Operational Research Society : OR 68 (2017) 11, pp. 1312-1322

Persistent link: https://www.econbiz.de/10011815888

Mutual fund performance evaluation : a value efficiency analysis approach

Khedmatgozar, Hamid Reza; Kazemi, Abolfazl; … - In: International journal of electronic finance : IJEF 7 (2013) 3/4, pp. 263-280

Persistent link: https://www.econbiz.de/10011510367

Super-efficiency based on the directional distance function in the presence of negative data

Lin, Ruiyue; Liu, Yue - In: Omega : the international journal of management science 85 (2019), pp. 26-34

Persistent link: https://www.econbiz.de/10012016206

Portfolio selection in a multi-moment setting : a simple Monte-Carlo-FDH algorithm

Nalpas, Nicolas; Simar, Léopold; Vanhems, Anne - In: European journal of operational research : EJOR 263 (2017) 1, pp. 308-320

Persistent link: https://www.econbiz.de/10011793859

Trends in real estate mutual fund efficiency

Nicholson, Joseph Randolph; Lohrey, Peter L. - In: Journal of real estate practice and education : a … 22 (2020) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10012582541

Precious metal mutual fund performance evaluation : a series two-stage DEA modeling approach

Tsolas, Ioannis E. - In: Journal of risk and financial management : JRFM 13 (2020) 5/87, pp. 1-13

This paper documents a new series two-stage data envelopment analysis (DEA) modeling framework for mutual fund performance evaluation in terms of operational and portfolio management efficiency that is implemented to a sample of precious metal mutual funds (PMMFs). In the first and second stage,...

Persistent link: https://www.econbiz.de/10012304635

Efficiency analysis of select mutual funds in India : a data envelopment analysis approach

Kashiramka, Smita; Jain, Pramod Kumar; Bhatia, Nikhil K. - In: Business analyst : a refereed journal of Shri Ram … 36 (2015/2016) 2, pp. 1-23

Persistent link: https://www.econbiz.de/10011648062

Does rapid market growth enhance efficiency? : an evaluation of the Chinese mutual fund market

Huang, Carol C. - In: Investment management and financial innovations 16 (2019) 2, pp. 383-394

Persistent link: https://www.econbiz.de/10012122305

Productivity and efficiency evaluation of US mutual funds

Tavakoli Baghdadabad, Mohammad Reza; Noori Houshyar, Afsaneh - In: Finance a úvěr 64 (2014) 2, pp. 120-143

Persistent link: https://www.econbiz.de/10010340210

Efficiency evaluation of Greek equity funds

Babalos, Vassilios; Caporale, Guglielmo Maria; … - In: Research in international business and finance 26 (2012) 2, pp. 317-333

Persistent link: https://www.econbiz.de/10009618257