Efficiency of mutual funds and portfolio performance measurement: A non-parametric approach

DOI10.1016/S0377-2217(96)00356-6zbMath0930.91020OpenAlexW2054337887MaRDI QIDQ1278696

Yoon K. Choi, B. P. S. Murthi, Preyas Desai

Publication date: 17 February 2000

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0377-2217(96)00356-6

zbMATH Keywords

data envelopment analysismeasure of performanceportfolio performance assessment

Mathematics Subject Classification ID

Related Items (44)

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Cites Work

• Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis
• Measuring the efficiency of decision making units
• Recent developments in DEA. The mathematical programming approach to frontier analysis
• A data envelopment analytic model for assessing the relative efficiency of the selling function
• Estimation of returns to scale using data envelopment analysis
• Introduction: Extensions and new developments in DEA
• The lack of invariance of optimal dual solutions under translation
• DEA multiplier analytic center sensitivity with an illustrative application to independent oil companies
• Piecewise Loglinear Estimation of Efficient Production Surfaces
• Unnamed Item

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