Evaluation of mutual funds using multi-dimensional information
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Publication:352005
DOI10.1007/S11704-010-0503-7zbMATH Open1267.91086OpenAlexW2046617896MaRDI QIDQ352005FDOQ352005
Authors: Xiujuan Zhao, Jianmin Shi 
Publication date: 4 July 2013
Published in: Frontiers of Computer Science in China (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11704-010-0503-7
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Cites Work
- Coherent measures of risk
- Title not available (Why is that?)
- Efficiency of mutual funds and portfolio performance measurement: A non-parametric approach
- A data envelopment analysis approach to measure the mutual fund performance
- Polyhedral cone-ratio DEA models with an illustrative application to large commercials banks
- Measuring the performance of ethical mutual funds: a DEA approach
- Cone ratio data envelopment analysis and multi-objective programming
- A value efficiency approach to incorporating preference information in data envelopment analysis
- Evaluating mutual fund performance: an application of minimum convex input requirement set approach
- DEA/AR efficiency and profitability of 14 major oil companies in U.S. exploration and production
Cited In (10)
- Information acquisition and mutual funds
- Title not available (Why is that?)
- Mutual funds performance appraisal using stochastic multicriteria acceptability analysis
- An R Package for Value at Risk and Expected Shortfall
- Mutual fund performance evaluation using data envelopment analysis with new risk measures
- Empirical study on mutual fund objective classification
- A generalized performance attribution technique for mutual funds
- A robust nonparametric approach to evaluate and explain the performance of mutual funds
- TSD-consistent performance assessment of mutual funds
- Mutual fund evaluation: a portfolio insurance approach. A heuristic application in Spain
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