Mutual funds performance appraisal using stochastic multicriteria acceptability analysis
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Publication:426635
DOI10.1016/j.amc.2011.11.066zbMath1239.90056OpenAlexW2118990393MaRDI QIDQ426635
Vassilios Babalos, Constantin Zopounidis, Nikolaos Philippas, Michael Doumpos
Publication date: 11 June 2012
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://mpra.ub.uni-muenchen.de/37953/1/MPRA_paper_37953.pdf
Multi-objective and goal programming (90C29) Linear programming (90C05) Management decision making, including multiple objectives (90B50)
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Uses Software
Cites Work
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- A data envelopment analysis approach to measure the mutual fund performance
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