Modelling social responsibility in mutual fund performance appraisal: a two-stage data envelopment analysis model with non-discretionary first stage output

DOI10.1016/j.ejor.2018.08.011zbMath1403.90412OpenAlexW2886528124WikidataQ129362163 ScholiaQ129362163MaRDI QIDQ1991293

Don U. A. Galagedera

Publication date: 30 October 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.2018.08.011

zbMATH Keywords

data envelopment analysisperformance appraisalmutual fund performancesocially responsible investing

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08)

Related Items (6)

Measuring the dynamic efficiency of socially responsible investment funds: evidence from dynamic network DEA with diversification ⋮ Measuring the overall efficiency of SRI and conventional mutual funds by a diversification‐consistent DEA model ⋮ Unnamed Item ⋮ Network data envelopment analysis with fuzzy non-discretionary factors ⋮ A multi-objective distance friction minimization model for performance assessment through data envelopment analysis ⋮ Production scale-based two-stage network data envelopment analysis

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• Measuring the performance of ethical mutual funds: a DEA approach
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