NEW DEA PERFORMANCE EVALUATION INDICES AND THEIR APPLICATIONS IN THE AMERICAN FUND MARKET
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Publication:3528863
DOI10.1142/S0217595908001882zbMATH Open1151.90463MaRDI QIDQ3528863FDOQ3528863
Authors: Ruiyue Lin, Zhiping Chen 
Publication date: 17 October 2008
Published in: Asia-Pacific Journal of Operational Research (Search for Journal in Brave)
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Cites Work
- Coherent measures of risk
- Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis
- Measuring the efficiency of decision making units
- Efficiency of mutual funds and portfolio performance measurement: A non-parametric approach
- A multivariate statistical approach to reducing the number of variables in data envelopment analysis
- Measuring the performance of ethical mutual funds: a DEA approach
- Twelve surveys in operations research
Cited In (20)
- Data envelopment analysis models of investment funds
- Evaluating the dynamic performance of energy portfolios: empirical evidence from the DEA directional distance function
- 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
- Two-stage financial risk tolerance assessment using data envelopment analysis
- A novel robust network data envelopment analysis approach for performance assessment of mutual funds under uncertainty
- Performance evaluation of portfolios with margin requirements
- 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
- Dynamic network DEA approach with diversification to multi-period performance evaluation of funds
- Assessing the performance of exchange traded funds in the energy sector: a hybrid DEA multiobjective linear programming approach
- Input/output selection in DEA under expert information, with application to financial markets
- Resampling DEA estimates of investment fund performance
- Data envelopment analysis of mutual funds based on second-order stochastic dominance
- Mutual fund performance evaluation using data envelopment analysis with new risk measures
- A generalized performance attribution technique for mutual funds
- Hedge fund performance appraisal using data envelopment analysis
- A trade-level DEA model to evaluate relative performance of investment fund managers
- Evaluation of mutual funds using multi-dimensional information
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