Evaluating different groups of mutual funds using a metafrontier approach: ethical vs. non-ethical funds

DOI10.1016/j.ejor.2023.07.019OpenAlexW4384460944MaRDI QIDQ6066178

Ignace Van de Woestyne, Stefania Funari, Kristiaan Kerstens, Qianying Jin, Antonella Basso

Publication date: 15 November 2023

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

Full work available at URL: https://doi.org/10.1016/j.ejor.2023.07.019

zbMATH Keywords

data envelopment analysismetafrontierfree disposal hullmutual fund evaluation

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Cites Work

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• Portfolio selection in multidimensional general and partial moment space
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• Metatechnology frontier and convexity: a restatement
• A linear programming approach to efficiency evaluation in nonconvex metatechnologies
• Constant and variable returns to scale DEA models for socially responsible investment funds
• Metafrontier productivity indices: questioning the common convexification strategy
• On goodness-of-fit tests for weakly dependent processes using kernel method
• Nonparametric testing of closeness between two unknown distribution functions
• DEA models with a constant input for SRI mutual funds with an application to European and Swedish funds

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