Pages that link to "Item:Q2507569"
From MaRDI portal
The following pages link to Mutual fund performance evaluation using data envelopment analysis with new risk measures (Q2507569):
Displaying 31 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)
- Evaluation of mutual funds using multi-dimensional information (Q352005) (← links)
- Data envelopment analysis models of investment funds (Q421799) (← links)
- Improved inference in the evaluation of mutual fund performance using panel bootstrap methods (Q473239) (← links)
- The predictive power of fund ratings with a novel approach using uncertainty measures to analyzing risk (Q1037391) (← links)
- Evaluating mutual fund performance: an application of minimum convex input requirement set approach (Q1433157) (← links)
- Mutual fund evaluation: a portfolio insurance approach. A heuristic application in Spain (Q1584587) (← links)
- Evaluating the dynamic performance of energy portfolios: empirical evidence from the DEA directional distance function (Q1744480) (← links)
- DEA frontier improvement and portfolio rebalancing: an application of China mutual funds on considering sustainability information disclosure (Q1744488) (← links)
- A trade-level DEA model to evaluate relative performance of investment fund managers (Q1752137) (← links)
- Dynamic network DEA approach with diversification to multi-period performance evaluation of funds (Q2014599) (← links)
- Do mutual fund managers earn their fees? New measures for performance appraisal (Q2023942) (← links)
- Multiplier dynamic data envelopment analysis based on directional distance function: an application to mutual funds (Q2030353) (← links)
- Resampling DEA estimates of investment fund performance (Q2253401) (← links)
- Constant and variable returns to scale DEA models for socially responsible investment funds (Q2256347) (← links)
- Hedge fund performance appraisal using data envelopment analysis (Q2387244) (← links)
- A novel method for selecting a single efficient unit in data envelopment analysis without explicit inputs/outputs (Q2399344) (← links)
- A robust nonparametric approach to evaluate and explain the performance of mutual funds (Q2432870) (← links)
- Reformulations of input-output oriented DEA tests with diversification (Q2450703) (← links)
- Data envelopment analysis of mutual funds based on second-order stochastic dominance (Q2477683) (← links)
- Stock efficiency evaluation based on multiple risk measures: a DEA-like envelopment approach (Q2674940) (← links)
- Portfolio performance benchmarking with data envelopment analysis (Q2868181) (← links)
- Analysis of hedge fund strategies using slack-based DEA models (Q3057749) (← links)
- (Q3365823) (← links)
- NEW DEA PERFORMANCE EVALUATION INDICES AND THEIR APPLICATIONS IN THE AMERICAN FUND MARKET (Q3528863) (← links)
- TSD-consistent performance assessment of mutual funds (Q3612201) (← links)
- Performance evaluation of portfolios with fuzzy returns (Q5214313) (← links)
- DEA models with a constant input for SRI mutual funds with an application to European and Swedish funds (Q5246812) (← links)
- Estimation of fuzzy portfolio efficiency via an improved DEA approach (Q5882404) (← links)