Mutual fund performance evaluation using data envelopment analysis with new risk measures (Q2507569): Difference between revisions

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+https://doi.org/10.1007/s00291-005-0032-1
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+W1984766746
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+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
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+Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis
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+A data envelopment analysis approach to measure the mutual fund performance
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+A generalized performance attribution technique for mutual funds
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+Q4544983
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+Efficiency of mutual funds and portfolio performance measurement: A non-parametric approach
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+An algorithm for evaluating stable densities in Zolotarev's \((M)\) parameterization
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+Translation invariance in data envelopment analysis: A generalization
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