Measuring the performance of ethical mutual funds: a DEA approach

From MaRDI portal
Publication:4679631

DOI10.1057/palgrave.jors.2601541zbMath1070.90050OpenAlexW3122826114MaRDI QIDQ4679631

No author found.

Publication date: 21 June 2005

Published in: Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10278/15491



Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (19)

Measuring the dynamic efficiency of socially responsible investment funds: evidence from dynamic network DEA with diversificationIntegration and application of rough sets and data envelopment analysis for assessments of the investment trusts industryOn relations between DEA-risk models and stochastic dominance efficiency testsAssessing the performance of exchange traded funds in the energy sector: a hybrid DEA multiobjective linear programming approachEvaluation of mutual funds using multi-dimensional informationData envelopment analysis in financial services: a citations network analysis of banks, insurance companies and money market fundsStock efficiency evaluation based on multiple risk measures: a DEA-like envelopment approachMeasuring the overall efficiency of SRI and conventional mutual funds by a diversification‐consistent DEA modelMutual funds performance appraisal using stochastic multicriteria acceptability analysisNEW DEA PERFORMANCE EVALUATION INDICES AND THEIR APPLICATIONS IN THE AMERICAN FUND MARKETReformulations of input-output oriented DEA tests with diversificationEvidence regarding external financing in manufacturing MSEs using partial least squares regressionModelling social responsibility in mutual fund performance appraisal: a two-stage data envelopment analysis model with non-discretionary first stage outputA trade-level DEA model to evaluate relative performance of investment fund managersData envelopment analysis of mutual funds based on second-order stochastic dominanceConstant and variable returns to scale DEA models for socially responsible investment fundsDynamic network DEA approach with diversification to multi-period performance evaluation of fundsDo mutual fund managers earn their fees? New measures for performance appraisalDEA models with a constant input for SRI mutual funds with an application to European and Swedish funds


Uses Software



This page was built for publication: Measuring the performance of ethical mutual funds: a DEA approach