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Performance evaluation of equity mutual funds using data envelopment analysis

Author

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  • Geetika Sharma
  • Vipul Sharma

Abstract

This study has employed the BCC model of non-parametric technique DEA to assess the relative performance of a sample of 33 open ended equity (diversified/large cap) funds selected to represent the Mutual Fund Industry of India for a five year period 2008-2009 to 2012-2013. Specifically, it has carried out a non-parametric analysis of the relationship between output measure proxied by raw returns and a series of input variables including standard deviation, beta and expense ratio.

Suggested Citation

  • Geetika Sharma & Vipul Sharma, 2018. "Performance evaluation of equity mutual funds using data envelopment analysis," International Journal of Financial Services Management, Inderscience Enterprises Ltd, vol. 9(1), pages 1-13.
    • Handle: RePEc:ids:ijfsmg:v:9:y:2018:i:1:p:1-13
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    Cited by:

    1. Catarina Alexandra Neves Proença & Maria Elisabete Duarte Neves & Maria Castelo Baptista Gouveia & Mara Teresa Silva Madaleno, 2023. "Technological, healthcare and consumer funds efficiency: influence of COVID-19," Operational Research, Springer, vol. 23(2), pages 1-42, June.

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