Relative performance of SRI equity funds: An analysis of European funds using Data Envelopment Analysis
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References listed on IDEAS
- Olivier V. Pictet & Michel M. Dacorogna & Ulrich A. Muller, 1996. "Heavy tails in high-frequency financial data," Working Papers 1996-12-11, Olsen and Associates.
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Keywordsperformance evaluation; SRI mutual funds; data envelopment analysis.;
- C65 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Miscellaneous Mathematical Tools
- G1 - Financial Economics - - General Financial Markets
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-10-16 (All new papers)
- NEP-EFF-2010-10-16 (Efficiency & Productivity)
- NEP-EUR-2010-10-16 (Microeconomic European Issues)
- NEP-FMK-2010-10-16 (Financial Markets)
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