A trade-level DEA model to evaluate relative performance of investment fund managers
type: Item
instance of: scholarly article
title: A trade-level DEA model to evaluate relative performance of investment fund managers
zbMATH Open document ID: 1394.90329
author: Janice Y. S. Chen
author: Paul Klumpes
author: Rajiv D. Banker
published in: European Journal of Operational Research
publication date: 2018-05-24T00:00:00Z
full work available at URL: 5817 Klumpes.pdf
Mathematics Subject Classification ID: 90B50
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 90C08
Mathematics Subject Classification ID: 90C05
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 6872173
zbMATH Keywords: fund manager performance
zbMATH Keywords: data envelopment analysis
zbMATH Keywords: trade characteristics
zbMATH Keywords: portfolio characteristics
MaRDI profile type: Publication
OpenAlex ID: W2412774722
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DOI: 10.1016/J.EJOR.2016.05.056
description: scientific article; zbMATH DE number 6872173