TSD-consistent performance assessment of mutual funds
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Publication:3612201
DOI10.1057/palgrave.jors.2602462zbMath1155.91438OpenAlexW2042129300MaRDI QIDQ3612201
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Publication date: 3 March 2009
Published in: Journal of the Operational Research Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1057/palgrave.jors.2602462
data envelopment analysisstochastic dominancelower partial momenttarget returnmutual funds performance
Related Items (8)
Measuring the overall efficiency of SRI and conventional mutual funds by a diversification‐consistent DEA model ⋮ Data envelopment analysis models of investment funds ⋮ Reformulations of input-output oriented DEA tests with diversification ⋮ A trade-level DEA model to evaluate relative performance of investment fund managers ⋮ Resampling DEA estimates of investment fund performance ⋮ Portfolio selection in multidimensional general and partial moment space ⋮ Dynamic network DEA approach with diversification to multi-period performance evaluation of funds ⋮ Portfolio selection with skewness: a comparison of methods and a generalized one fund result
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