Pages that link to "Item:Q2477683"
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The following pages link to Data envelopment analysis of mutual funds based on second-order stochastic dominance (Q2477683):
Displaying 36 items.
- Mean-value at risk portfolio efficiency: approaches based on data envelopment analysis models with negative data and their empirical behaviour (Q262452) (← links)
- Two-stage financial risk tolerance assessment using data envelopment analysis (Q297229) (← links)
- On relations between DEA-risk models and stochastic dominance efficiency tests (Q301149) (← links)
- Exploring the benchmarks of the Taiwanese investment trust corporations: management and investment efficiency perspectives (Q320735) (← links)
- Evaluation of mutual funds using multi-dimensional information (Q352005) (← links)
- Data envelopment analysis models of investment funds (Q421799) (← links)
- Mutual funds performance appraisal using stochastic multicriteria acceptability analysis (Q426635) (← links)
- Gains from diversification on convex combinations: a majorization and stochastic dominance approach (Q1044121) (← links)
- Optimal privatization portfolios in the presence of arbitrary risk aversion (Q1681178) (← links)
- Performance evaluation of portfolios with margin requirements (Q1718776) (← links)
- Stocks for the log-run and constant relative risk aversion preferences (Q1740568) (← links)
- DEA frontier improvement and portfolio rebalancing: an application of China mutual funds on considering sustainability information disclosure (Q1744488) (← links)
- DEA models equivalent to general $N$th order stochastic dominance efficiency tests (Q1785765) (← links)
- Modelling social responsibility in mutual fund performance appraisal: a two-stage data envelopment analysis model with non-discretionary first stage output (Q1991293) (← links)
- Dynamic network DEA approach with diversification to multi-period performance evaluation of funds (Q2014599) (← links)
- Multiplier dynamic data envelopment analysis based on directional distance function: an application to mutual funds (Q2030353) (← links)
- Nested dynamic network data envelopment analysis models with infinitely many decision making units for portfolio evaluation (Q2030733) (← links)
- An inter-temporal CAPM based on first order stochastic dominance (Q2076851) (← links)
- Assessing the performance of exchange traded funds in the energy sector: a hybrid DEA multiobjective linear programming approach (Q2150870) (← links)
- Stochastic dominance tests (Q2177995) (← links)
- Portfolio diversification based on stochastic dominance under incomplete probability information (Q2184173) (← links)
- Diversification benefits in the cryptocurrency market under mild explosivity (Q2239881) (← links)
- Resampling DEA estimates of investment fund performance (Q2253401) (← links)
- General linear formulations of stochastic dominance criteria (Q2355950) (← links)
- Portfolio selection with skewness: a comparison of methods and a generalized one fund result (Q2355960) (← links)
- Hedge fund performance appraisal using data envelopment analysis (Q2387244) (← links)
- Data envelopment analysis in financial services: a citations network analysis of banks, insurance companies and money market funds (Q2399321) (← links)
- Enhanced indexing for risk averse investors using relaxed second order stochastic dominance (Q2402580) (← links)
- Reformulations of input-output oriented DEA tests with diversification (Q2450703) (← links)
- Mutual fund performance evaluation using data envelopment analysis with new risk measures (Q2507569) (← links)
- Ranking units and determining dominance relations in the cost efficiency analysis (Q2798109) (← links)
- Performance evaluation of portfolios with fuzzy returns (Q5214313) (← links)
- Estimation of fuzzy portfolio efficiency via an improved DEA approach (Q5882404) (← links)
- Measuring the dynamic efficiency of socially responsible investment funds: evidence from dynamic network DEA with diversification (Q5883618) (← links)
- Measuring the overall efficiency of SRI and conventional mutual funds by a diversification‐consistent DEA model (Q6056281) (← links)
- Deviation measure in second‐order stochastic dominance with an application to enhanced indexing (Q6091883) (← links)