Evaluation of mutual funds using multi-dimensional information
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Recommendations
- Mutual fund performance evaluation using data envelopment analysis with new risk measures
- NEW DEA PERFORMANCE EVALUATION INDICES AND THEIR APPLICATIONS IN THE AMERICAN FUND MARKET
- Mutual funds performance appraisal using stochastic multicriteria acceptability analysis
- Data envelopment analysis of mutual funds based on second-order stochastic dominance
- TSD-consistent performance assessment of mutual funds
Cites work
- scientific article; zbMATH DE number 5243765 (Why is no real title available?)
- A data envelopment analysis approach to measure the mutual fund performance
- A value efficiency approach to incorporating preference information in data envelopment analysis
- Coherent measures of risk
- Cone ratio data envelopment analysis and multi-objective programming
- DEA/AR efficiency and profitability of 14 major oil companies in U.S. exploration and production
- Efficiency of mutual funds and portfolio performance measurement: A non-parametric approach
- Evaluating mutual fund performance: an application of minimum convex input requirement set approach
- Measuring the performance of ethical mutual funds: a DEA approach
- Polyhedral cone-ratio DEA models with an illustrative application to large commercials banks
Cited in
(12)- Mutual fund evaluation: a portfolio insurance approach. A heuristic application in Spain
- A robust nonparametric approach to evaluate and explain the performance of mutual funds
- A generalized performance attribution technique for mutual funds
- TSD-consistent performance assessment of mutual funds
- An \texttt{R} package for value at risk and expected shortfall
- Do mutual fund managers earn their fees? New measures for performance appraisal
- Using a genetic algorithm-based RAROC model for the performance and persistence of the funds
- Empirical study on mutual fund objective classification
- Mutual fund performance evaluation using data envelopment analysis with new risk measures
- Mutual funds performance appraisal using stochastic multicriteria acceptability analysis
- scientific article; zbMATH DE number 2128218 (Why is no real title available?)
- Information acquisition and mutual funds
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