DEA frontier improvement and portfolio rebalancing: an application of China mutual funds on considering sustainability information disclosure
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Publication:1744488
DOI10.1016/j.ejor.2017.07.010zbMath1431.91373OpenAlexW2732870307MaRDI QIDQ1744488
Zhongbao Zhou, Qianying Jin, Helu Xiao, Wen-bin Liu
Publication date: 23 April 2018
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2017.07.010
data envelopment analysisportfolio performance evaluationout-of-sample evaluationDEA frontier improvementsustainability information disclosure
Related Items (8)
Estimation of fuzzy portfolio efficiency via an improved DEA approach ⋮ Measuring the dynamic efficiency of socially responsible investment funds: evidence from dynamic network DEA with diversification ⋮ Integration and application of rough sets and data envelopment analysis for assessments of the investment trusts industry ⋮ Measuring the overall efficiency of SRI and conventional mutual funds by a diversification‐consistent DEA model ⋮ Selecting strategic partner for tax information systems based on weight learning with belief structures ⋮ A partial adjustment valuation approach with stochastic and dynamic speeds of partial adjustment to measuring and evaluating the business value of information technology ⋮ Multiplier dynamic data envelopment analysis based on directional distance function: an application to mutual funds ⋮ Performance evaluation of portfolios with fuzzy returns
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