Measuring the overall efficiency of SRI and conventional mutual funds by a diversification‐consistent DEA model
From MaRDI portal
Publication:6056281
DOI10.1111/itor.12974OpenAlexW3144157759MaRDI QIDQ6056281
Mar Arenas-Parra, Celia Bilbao-Terol, Amelia Bilbao-Terol
Publication date: 29 September 2023
Published in: International Transactions in Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/itor.12974
data envelopment analysisprospect theorysecond-order stochastic dominanceTOPSISmutual fundscorporate sustainability
Related Items (2)
Measuring the dynamic efficiency of socially responsible investment funds: evidence from dynamic network DEA with diversification ⋮ Ranking firms based on their financial and diversity performance using multiple‐stage unweighted TOPSIS
Cites Work
- Unnamed Item
- Measuring the efficiency of decision making units
- On relations between DEA-risk models and stochastic dominance efficiency tests
- Multiple attribute decision making. Methods and applications. A state-of- the-art survey
- Efficiency of mutual funds and portfolio performance measurement: A non-parametric approach
- Doing good by doing well: a MCDM framework for evaluating corporate social responsibility attractiveness
- DEA frontier improvement and portfolio rebalancing: an application of China mutual funds on considering sustainability information disclosure
- Safety first portfolio choice based on financial and sustainability returns
- Modelling social responsibility in mutual fund performance appraisal: a two-stage data envelopment analysis model with non-discretionary first stage output
- Dynamic network DEA approach with diversification to multi-period performance evaluation of funds
- Diversification-consistent data envelopment analysis with general deviation measures
- Constant and variable returns to scale DEA models for socially responsible investment funds
- A semi-oriented radial measure for measuring the efficiency of decision making units with negative data, using DEA
- Portfolio performance evaluation in a mean--variance--skewness framework
- Data envelopment analysis of mutual funds based on second-order stochastic dominance
- Data envelopment analysis. A handbook of empirical studies and applications
- Coherent Measures of Risk
- TSD-consistent performance assessment of mutual funds
- Prospect Theory: An Analysis of Decision under Risk
- Ranking corporate sustainability: a flexible multidimensional approach based on linguistic variables
- Negative data in DEA: a directional distance approach applied to bank branches
- Measuring the performance of ethical mutual funds: a DEA approach
- Dual Stochastic Dominance and Related Mean-Risk Models
- DEA models with a constant input for SRI mutual funds with an application to European and Swedish funds
- Variables With Negative Values In Dea
- Stochastic Dominance
- Preface to the Special issue on Efficiency in Education, Health and Other Public Services
- A new DEA approach to fully rank DMUs with an application to MBA programs
- A revised dynamic data envelopment analysis model with budget constraints
- Deviation measure in second‐order stochastic dominance with an application to enhanced indexing
This page was built for publication: Measuring the overall efficiency of SRI and conventional mutual funds by a diversification‐consistent DEA model
