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Endogenous Benchmarking of Mutual Funds: Some Indian Evidence

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  • Ram Pratap Sinha

Abstract

Benchmarking of Indian mutual funds is mostly based on ratio approach involving methodologies suggested by Sharpe and Treynor. The present paper employs Bootstrap Data Envelopment Analysis (DEA) for evaluating the performance of a few sectoral mutual fund schemes for the second half of 2010. The study uses input-oriented, output-oriented and graph hyperbolic measures of efficiency for the purpose of bootstrap DEA analysis. The computation is made in “R”.

Suggested Citation

  • Ram Pratap Sinha, 2014. "Endogenous Benchmarking of Mutual Funds: Some Indian Evidence," The IUP Journal of Applied Finance, IUP Publications, vol. 20(3), pages 94-110, July.
    • Handle: RePEc:icf:icfjaf:v:20:y:2014:i:3:p:94-110
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