New Dea Performance Evaluation Indices And Their Applications In The American Fund Market
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DOI: 10.1142/S0217595908001882
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Cited by:
- Ruiyue Lin & Zhiping Chen & Qianhui Hu & Zongxin Li, 2017. "Dynamic network DEA approach with diversification to multi-period performance evaluation of funds," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 39(3), pages 821-860, July.
- Y Ito & S Managi & A Matsuda, 2013.
"Performances of socially responsible investment and environmentally friendly funds,"
Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 64(11), pages 1583-1594, November.
- Ito, Yutaka & Managi, Shunsuke & Matsuda, Akimi, 2012. "Performances of Socially Responsible Investment and Environmentally Friendly Funds," MPRA Paper 40654, University Library of Munich, Germany.
- Lin, Ruiyue & Li, Zongxin, 2020. "Directional distance based diversification super-efficiency DEA models for mutual funds," Omega, Elsevier, vol. 97(C).
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Keywords
Data envelopment analysis; performance evaluation; mutual funds; risk measure; return;All these keywords.
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