Evaluation of mutual funds using multi-dimensional information (Q352005): Difference between revisions

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Property / Mathematics Subject Classification ID: 91G70 / rank
 
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Property / Mathematics Subject Classification ID: 90C90 / rank
 
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Property / zbMATH DE Number: 6183822 / rank
 
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mutual fund
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data envelopment analysis (DEA)
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performance evaluation
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expected shortfall (ES)
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cone-ratio
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Revision as of 09:36, 28 June 2023

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Evaluation of mutual funds using multi-dimensional information
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    Evaluation of mutual funds using multi-dimensional information (English)
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    4 July 2013
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    mutual fund
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    data envelopment analysis (DEA)
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    performance evaluation
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    expected shortfall (ES)
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    cone-ratio
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