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A new network DEA model for mutual fund performance appraisal: An application to U.S. equity mutual funds

Citations

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Cited by:

  1. Wen-Min Lu & Qian Long Kweh & Chung-Wei Wang, 2021. "Integration and application of rough sets and data envelopment analysis for assessments of the investment trusts industry," Annals of Operations Research, Springer, vol. 296(1), pages 163-194, January.
  2. H. Pierre Hsieh & Imen Tebourbi & Wen‐Min Lu & Nai‐Yu Liu, 2020. "Mutual fund performance: The decision quality and capital magnet efficiencies," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 41(5), pages 861-872, July.
  3. Mercedes Alda, 2021. "Managers beyond borders: side-by-side management in mutual funds and pension funds," Review of Managerial Science, Springer, vol. 15(2), pages 399-436, February.
  4. Dimitris Andriosopoulos & Michalis Doumpos & Panos M. Pardalos & Constantin Zopounidis, 2019. "Computational approaches and data analytics in financial services: A literature review," Journal of the Operational Research Society, Taylor & Francis Journals, vol. 70(10), pages 1581-1599, October.
  5. Sheng-Hsiung Chiu & Tzu-Yu Lin & Hai-Lan Yang, 2020. "Measuring Energy Performance for Regional Sustainable Development in China: A New Framework based on a Dynamic Two-Stage SBM Approach," Sustainability, MDPI, vol. 12(7), pages 1-15, April.
  6. Zhou, Xiaoyang & Xu, Zhongwen & Chai, Jian & Yao, Liming & Wang, Shouyang & Lev, Benjamin, 2019. "Efficiency evaluation for banking systems under uncertainty: A multi-period three-stage DEA model," Omega, Elsevier, vol. 85(C), pages 68-82.
  7. Bao-Ngoc Tong & Cheng-Ping Cheng & Lien-Wen Liang & Yi-Jun Liu, 2023. "Using Network DEA to Explore the Effect of Mobile Payment on Taiwanese Bank Efficiency," Sustainability, MDPI, vol. 15(8), pages 1-18, April.
  8. Chu, Junfei & Zhu, Joe, 2021. "Production scale-based two-stage network data envelopment analysis," European Journal of Operational Research, Elsevier, vol. 294(1), pages 283-294.
  9. Lartey, Theophilus & James, Gregory A. & Danso, Albert, 2021. "Interbank funding, bank risk exposure and performance in the UK: A three-stage network DEA approach," International Review of Financial Analysis, Elsevier, vol. 75(C).
  10. Volkan Soner Özsoy & Mediha Örkcü & H. Hasan Örkcü, 2021. "A minimax approach for selecting the overall and stage-level most efficient unit in two stage production processes," Annals of Operations Research, Springer, vol. 300(1), pages 137-169, May.
  11. Lin, Tzu-Yu & Chiu, Sheng-Hsiung & Yang, Hai-Lan, 2022. "Performance evaluation for regional innovation systems development in China based on the two-stage SBM-DNDEA model," Socio-Economic Planning Sciences, Elsevier, vol. 80(C).
  12. Mohammad Amirkhan & Hosein Didehkhani & Kaveh Khalili-Damghani & Ashkan Hafezalkotob, 2018. "Measuring Performance of a Three-Stage Network Structure Using Data Envelopment Analysis and Nash Bargaining Game: A Supply Chain Application," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 17(05), pages 1429-1467, September.
  13. Kao, Chiang, 2019. "Inefficiency identification for closed series production systems," European Journal of Operational Research, Elsevier, vol. 275(2), pages 599-607.
  14. Sevgi Eda Tuzcu & Emrah Ertugay, 2020. "Is size an input in the mutual fund performance evaluation with DEA?," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 10(4), pages 635-659, December.
  15. Ioannis E. Tsolas, 2020. "Precious Metal Mutual Fund Performance Evaluation: A Series Two-Stage DEA Modeling Approach," JRFM, MDPI, vol. 13(5), pages 1-13, April.
  16. Sotiros, Dimitris & Koronakos, Gregory & Despotis, Dimitris K., 2019. "Dominance at the divisional efficiencies level in network DEA: The case of two-stage processes," Omega, Elsevier, vol. 85(C), pages 144-155.
  17. Galagedera, Don U.A. & Fukuyama, Hirofumi & Watson, John & Tan, Eric K.M., 2020. "Do mutual fund managers earn their fees? New measures for performance appraisal," European Journal of Operational Research, Elsevier, vol. 287(2), pages 653-667.
  18. Fengyi Lin & Sheng-Wei Lin & Wen-Min Lu, 2018. "Sustainability Assessment of Taiwan’s Semiconductor Industry: A New Hybrid Model Using Combined Analytic Hierarchy Process and Two-Stage Additive Network Data Envelopment Analysis," Sustainability, MDPI, vol. 10(11), pages 1-16, November.
  19. Yang, Jiawei & Li, Yuanyu & Fang, Lei, 2023. "Financing capacity planning with environmental considerations: A non-parametric analysis," Omega, Elsevier, vol. 118(C).
  20. Tzu-Yu Lin & Sheng-Hsiung Chiu, 2018. "Sustainable Performance of Low-Carbon Energy Infrastructure Investment on Regional Development: Evidence from China," Sustainability, MDPI, vol. 10(12), pages 1-21, December.
  21. Pejman Peykani & Ali Emrouznejad & Emran Mohammadi & Jafar Gheidar-Kheljani, 2024. "A novel robust network data envelopment analysis approach for performance assessment of mutual funds under uncertainty," Annals of Operations Research, Springer, vol. 339(3), pages 1149-1175, August.
  22. Lin, Winston T. & Chen, Yueh H. & Hung, TingShu, 2019. "A partial adjustment valuation approach with stochastic and dynamic speeds of partial adjustment to measuring and evaluating the business value of information technology," European Journal of Operational Research, Elsevier, vol. 272(2), pages 766-779.
  23. Lin, Sheng-Wei & Lu, Wen-Min, 2024. "Discretionary investment managers evaluation in pension fund: Shared input dynamic network DEA approach," Omega, Elsevier, vol. 127(C).
  24. Mohammad Nourani & Qian Long Kweh & Wen-Min Lu & Ikhlaas Gurrib, 2022. "Operational and investment efficiency of investment trust companies: Do foreign firms outperform domestic firms?," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-26, December.
  25. Maldonado, Sebastián & Domínguez, Gonzalo & Olaya, Diego & Verbeke, Wouter, 2021. "Profit-driven churn prediction for the mutual fund industry: A multisegment approach," Omega, Elsevier, vol. 100(C).
  26. Jiawei Yang & Lei Fang, 2022. "Average lexicographic efficiency decomposition in two-stage data envelopment analysis: an application to China’s regional high-tech innovation systems," Annals of Operations Research, Springer, vol. 312(2), pages 1051-1093, May.
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