Constant and variable returns to scale DEA models for socially responsible investment funds
DOI10.1016/J.EJOR.2013.11.024zbMATH Open1305.90292OpenAlexW3124216381MaRDI QIDQ2256347FDOQ2256347
Antonella Basso, Stefania Funari
Publication date: 19 February 2015
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: http://www.unive.it/pag/fileadmin/user_upload/dipartimenti/economia/doc/Pubblicazioni_scientifiche/working_papers/2012/WP_DSE_basso_funari_20_12.pdf
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returns to scalefinancedata envelopment analysissocially responsible investingmutual fund performance evaluation
Decision theory (91B06) Portfolio theory (91G10) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08) Financial applications of other theories (91G80)
Cites Work
- Units invariant and translation invariant DEA models
- Translation invariance in data envelopment analysis
- A semi-oriented radial measure for measuring the efficiency of decision making units with negative data, using DEA
- Negative data in DEA: a directional distance approach applied to bank branches
- Efficiency of mutual funds and portfolio performance measurement: A non-parametric approach
- Mutual fund performance evaluation using data envelopment analysis with new risk measures
- Data envelopment analysis models of investment funds
- A data envelopment analysis approach to measure the mutual fund performance
- Title not available (Why is that?)
- Handbook on data envelopment analysis
- Title not available (Why is that?)
- DEA-based hypothesis tests for comparing two groups of decision making units
- Measuring the performance of ethical mutual funds: a DEA approach
- Efficiency Analysis for Exogenously Fixed Inputs and Outputs
Cited In (9)
- Markowitz revisited: social portfolio engineering
- DEA models with a constant input for SRI mutual funds with an application to European and Swedish funds
- Measuring the performance of ethical mutual funds: a DEA approach
- DEA frontier improvement and portfolio rebalancing: an application of China mutual funds on considering sustainability information disclosure
- Evaluating different groups of mutual funds using a metafrontier approach: ethical vs. non-ethical funds
- Data envelopment analysis in financial services: a citations network analysis of banks, insurance companies and money market funds
- Multi-criteria decision making for choosing socially responsible investment within a behavioral portfolio theory framework: a new way of investing into a crisis environment
- 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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