Measuring the dynamic efficiency of socially responsible investment funds: evidence from dynamic network DEA with diversification
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Recommendations
- Constant and variable returns to scale DEA models for socially responsible investment funds
- DEA models with a constant input for SRI mutual funds with an application to European and Swedish funds
- Dynamic network DEA approach with diversification to multi-period performance evaluation of funds
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- Modelling social responsibility in mutual fund performance appraisal: a two-stage data envelopment analysis model with non-discretionary first stage output
Cites work
- A data envelopment analysis approach to measure the mutual fund performance
- Constant and variable returns to scale DEA models for socially responsible investment funds
- Data envelopment analysis models of investment funds
- Data envelopment analysis of mutual funds based on second-order stochastic dominance
- DEA frontier improvement and portfolio rebalancing: an application of China mutual funds on considering sustainability information disclosure
- DEA models with undesirable inputs and outputs
- Diversification-consistent data envelopment analysis with general deviation measures
- Dynamic network DEA approach with diversification to multi-period performance evaluation of funds
- Efficiency evaluation of fuzzy portfolio in different risk measures via DEA
- Efficiency of mutual funds and portfolio performance measurement: A non-parametric approach
- Estimation of fuzzy portfolio efficiency via an improved DEA approach
- Geometric representation of the mean-variance-skewness portfolio frontier based upon the shortage function
- Mean-variance-skewness portfolio performance gauging: a general shortage function and dual approach
- Measuring the overall efficiency of SRI and conventional mutual funds by a diversification‐consistent DEA model
- Measuring the performance of ethical mutual funds: a DEA approach
- Modelling social responsibility in mutual fund performance appraisal: a two-stage data envelopment analysis model with non-discretionary first stage output
- Performance evaluation of portfolios with fuzzy returns
Cited in
(12)- Modelling social responsibility in mutual fund performance appraisal: a two-stage data envelopment analysis model with non-discretionary first stage output
- Dynamic network DEA approach with diversification to multi-period performance evaluation of funds
- Constant and variable returns to scale DEA models for socially responsible investment funds
- Financial networks with socially responsible investing
- The impact of a sustainability constraint on the mean-tracking error efficient frontier
- Synthetic indicators of mutual funds' environmental responsibility: an application of the reference point method
- Tri-criterion modeling for constructing more-sustainable mutual funds
- Measuring the performance of ethical mutual funds: a DEA approach
- DEA models with a constant input for SRI mutual funds with an application to European and Swedish funds
- Enhancing the measurement of firm inefficiency accounting for corporate social responsibility: a dynamic data envelopment analysis fuzzy approach
- A bargaining game model for measuring performance of two-stage structures with a fixed‑sum output
- Data envelopment analysis with shrinkage estimators
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