Evaluation of mutual funds using multi-dimensional information
From MaRDI portal
Publication:352005
DOI10.1007/s11704-010-0503-7zbMath1267.91086MaRDI QIDQ352005
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
performance evaluation; data envelopment analysis (DEA); cone-ratio; expected shortfall (ES); mutual fund
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Cites Work
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