TSD-consistent performance assessment of mutual funds
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Publication:3612201
DOI10.1057/PALGRAVE.JORS.2602462zbMATH Open1155.91438OpenAlexW2042129300MaRDI QIDQ3612201FDOQ3612201
Authors:
Publication date: 3 March 2009
Published in: The Journal of the Operational Research Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1057/palgrave.jors.2602462
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- 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
- Measuring the overall efficiency of SRI and conventional mutual funds by a diversification‐consistent DEA model
- Portfolio selection with skewness: a comparison of methods and a generalized one fund result
- Mutual fund evaluation: a portfolio insurance approach. A heuristic application in Spain
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