This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

A data envelopment analysis approach to measure the mutual fund performance

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Basso, Antonella
Funari, Stefania

Additional information is available for the following registered author(s):

Abstract

No abstract is available for this item.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www.sciencedirect.com/science/article/B6VCT-4447M37-2/2/58ad0393c60bd80fbfe4a4ef370174f9
File Format:
File Function:
Download Restriction: Full text for ScienceDirect subscribers only

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

Publisher Info
Article provided by Elsevier in its journal European Journal of Operational Research.

Volume (Year): 135 (2001)
Issue (Month): 3 (December)
Pages: 477-492
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:eee:ejores:v:135:y:2001:i:3:p:477-492

Contact details of provider:
Web page: http://www.elsevier.com/locate/eor

For technical questions regarding this item, or to correct its listing, contact: (Heidi Boesdal).

Related research
Keywords:

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. NGUYEN-THI-THANH Huyen, 2007. "On the use of data envelopment analysis in hedge fund performance appraisal," Money Macro and Finance (MMF) Research Group Conference 2006 131, Money Macro and Finance Research Group. [Downloadable!]
    Other versions:
  2. Huyen Nguyen-Thi-Thanh, 2006. "Quantitative selection of hedge funds using data envelopment analysis," Post-Print halshs-00067742_v2, HAL. [Downloadable!]
  3. Michael Devaney & William Weber, 2005. "Efficiency, Scale Economies, and the Risk/Return Performance of Real Estate Investment Trusts," The Journal of Real Estate Finance and Economics, Springer, vol. 31(3), pages 301-317, November. [Downloadable!] (restricted)
  4. Martin Eling, 2006. "Performance measurement of hedge funds using data envelopment analysis," Financial Markets and Portfolio Management, Springer, vol. 20(4), pages 442-471, December. [Downloadable!] (restricted)
  5. Greg Gregoriou & Fabrice Rouah & Stephen Satchell & Fernando Diz, 2005. "Simple and cross efficiency of CTAs using data envelopment analysis," European Journal of Finance, Taylor and Francis Journals, vol. 11(5), pages 393-409, October. [Downloadable!] (restricted)
  6. Timo Kuosmanen, 2007. "Performance measurement and best-practice benchmarking of mutual funds: combining stochastic dominance criteria with data envelopment analysis," Journal of Productivity Analysis, Springer, vol. 28(1), pages 71-86, October. [Downloadable!] (restricted)
  7. Antonella Basso & Stefania Funari, 2005. "Performance evaluation of ethical mutual funds in slump periods," GE, Growth, Math methods 0511001, EconWPA. [Downloadable!]
Statistics
Access and download statistics

Did you know? Over five million full texts a year are downloaded through IDEAS.

This page was last updated on 2009-12-3.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.