Evaluating mutual fund performance: an application of minimum convex input requirement set approach

DOI10.1016/S0305-0548(03)00044-3zbMath1106.91343OpenAlexW2033904311MaRDI QIDQ1433157

Kuo-Ping Chang

Publication date: 15 June 2004

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0305-0548(03)00044-3

zbMATH Keywords

efficiency measurementminimum convex input requirement setinformation pricing

Mathematics Subject Classification ID

Production theory, theory of the firm (91B38)

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Cites Work

• Measuring efficiency with quasiconcave production frontiers
• Efficiency of mutual funds and portfolio performance measurement: A non-parametric approach