Dynamic network DEA approach with diversification to multi-period performance evaluation of funds
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Cites work
- scientific article; zbMATH DE number 5080888 (Why is no real title available?)
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- Measuring the performance of ethical mutual funds: a DEA approach
- 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
- Negative data in DEA: a directional distance approach applied to bank branches
- Network DEA approach to airports performance assessment considering undesirable outputs
- Network DEA: additive efficiency decomposition
- On relations between DEA-risk models and stochastic dominance efficiency tests
- Portfolio performance evaluation in a mean--variance--skewness framework
- Profit, directional distance functions, and Nerlovian efficiency
- Single-period Markowitz portfolio selection, performance gauging, and duality: a variation on the Luenberger shortage function
- Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis
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Cited in
(10)- Dominance and ranking interval in DEA parallel production systems
- Multi-period additive efficiency measurement in data envelopment analysis with non-positive and undesirable data
- A novel robust network data envelopment analysis approach for performance assessment of mutual funds under uncertainty
- Multiplier dynamic data envelopment analysis based on directional distance function: an application to mutual funds
- Nested dynamic network data envelopment analysis models with infinitely many decision making units for portfolio evaluation
- 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
- A trade-level DEA model to evaluate relative performance of investment fund managers
- Measuring the dynamic efficiency of socially responsible investment funds: evidence from dynamic network DEA with diversification
- Measuring the overall efficiency of SRI and conventional mutual funds by a diversification‐consistent DEA model
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