A data envelopment analysis approach to measure the mutual fund performance
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Bibliographic InfoArticle provided by Elsevier in its journal European Journal of Operational Research.
Volume (Year): 135 (2001)
Issue (Month): 3 (December)
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Web page: http://www.elsevier.com/locate/eor
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- Levhari, David & Levy, Haim, 1977. "The Capital Asset Pricing Model and the Investment Horizon," The Review of Economics and Statistics, MIT Press, vol. 59(1), pages 92-104, February.
- Jean, William H. & Helms, Billy P., 1988. "The identification of stochastic dominance efficient sets by moment combination orderings," Journal of Banking & Finance, Elsevier, vol. 12(2), pages 243-253, June.
- Post, Thierry & Spronk, Jaap, 1999. "Performance benchmarking using interactive data envelopment analysis," European Journal of Operational Research, Elsevier, vol. 115(3), pages 472-487, June.
- R. G. Vickson, 1975. "Stochastic Dominance Tests for Decreasing Absolute Risk Aversion. I. Discrete Random Variables," Management Science, INFORMS, vol. 21(12), pages 1438-1446, August.
- Charnes, A. & Cooper, W. W. & Rhodes, E., 1978. "Measuring the efficiency of decision making units," European Journal of Operational Research, Elsevier, vol. 2(6), pages 429-444, November.
- Murthi, B. P. S. & Choi, Yoon K. & Desai, Preyas, 1997. "Efficiency of mutual funds and portfolio performance measurement: A non-parametric approach," European Journal of Operational Research, Elsevier, vol. 98(2), pages 408-418, April.
- Tarja Joro & Pekka Korhonen & Jyrki Wallenius, 1998. "Structural Comparison of Data Envelopment Analysis and Multiple Objective Linear Programming," Management Science, INFORMS, vol. 44(7), pages 962-970, July.
- Tehranian, Hassan, 1980. " Empirical Studies in Portfolio Performance Using Higher Degrees of Stochastic Dominance," Journal of Finance, American Finance Association, vol. 35(1), pages 159-71, March.
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