TSD-consistent performance assessment of mutual funds
From MaRDI portal
Publication:3612201
Recommendations
- Mutual funds performance appraisal using stochastic multicriteria acceptability analysis
- A generalized performance attribution technique for mutual funds
- Evaluation of mutual funds using multi-dimensional information
- Evaluating mutual fund performance: an application of minimum convex input requirement set approach
- scientific article; zbMATH DE number 2128218
- Bootstrap analysis of mutual fund performance
- Mutual fund performance evaluation using data envelopment analysis with new risk measures
- Fundamental analysis, technical analysis, and mutual fund performance
Cited in
(12)- Data envelopment analysis models of investment funds
- Dynamic network DEA approach with diversification to multi-period performance evaluation of funds
- Resampling DEA estimates of investment fund performance
- Reformulations of input-output oriented DEA tests with diversification
- Data envelopment analysis of mutual funds based on second-order stochastic dominance
- A generalized performance attribution technique for mutual funds
- A trade-level DEA model to evaluate relative performance of investment fund managers
- Portfolio selection in multidimensional general and partial moment space
- Evaluation of mutual funds using multi-dimensional information
- Mutual fund evaluation: a portfolio insurance approach. A heuristic application in Spain
- Portfolio selection with skewness: a comparison of methods and a generalized one fund result
- Measuring the overall efficiency of SRI and conventional mutual funds by a diversification‐consistent DEA model
This page was built for publication: TSD-consistent performance assessment of mutual funds
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3612201)
