Hedge fund performance appraisal using data envelopment analysis
From MaRDI portal
Publication:2387244
DOI10.1016/j.ejor.2003.12.019zbMath1068.90070OpenAlexW2049395631MaRDI QIDQ2387244
Komlan Sedzro, Joe Zhu, Greg N. Gregoriou
Publication date: 2 September 2005
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2003.12.019
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Uses Software
Cites Work
- Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis
- Measuring the efficiency of decision making units
- Measuring super-efficiency in DEA in the presence of infeasibility
- A Procedure for Ranking Efficient Units in Data Envelopment Analysis
- Efficiency and Cross-efficiency in DEA: Derivations, Meanings and Uses
- Infeasibility Of Super-Efficiency Data Envelopment Analysis Models
- A data envelopment analysis approach to measure the mutual fund performance
