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Constant and variable returns to scale DEA models for socially responsible investment funds

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  1. Yuna Seo & Shotaro Umeda, 2021. "Evaluating Farm Management Performance by the Choice of Pest-Control Sprayers in Rice Farming in Japan," Sustainability, MDPI, vol. 13(5), pages 1-10, March.
  2. Antonella Basso & Stefania Funari, 2017. "The role of fund size in the performance of mutual funds assessed with DEA models," The European Journal of Finance, Taylor & Francis Journals, vol. 23(6), pages 457-473, May.
  3. Hooi Hooi Lean & Duc Khuong Nguyen, 2014. "Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis," Applied Financial Economics, Taylor & Francis Journals, vol. 24(21), pages 1367-1373, November.
  4. Bilbao-Terol, Amelia & Arenas-Parra, Mar & Cañal-Fernández, Verónica, 2016. "A model based on Copula Theory for sustainable and social responsible investments," Revista de Contabilidad - Spanish Accounting Review, Elsevier, vol. 19(1), pages 55-76.
  5. Xiao, Helu & Ren, Tiantian & Zhou, Zhongbao & Liu, Wenbin, 2021. "Parameter uncertainty in estimation of portfolio efficiency: Evidence from an interval diversification-consistent DEA approach," Omega, Elsevier, vol. 103(C).
  6. Lin, Sheng-Wei & Lu, Wen-Min, 2024. "Discretionary investment managers evaluation in pension fund: Shared input dynamic network DEA approach," Omega, Elsevier, vol. 127(C).
  7. Xiao, Helu & Zhou, Zhongbao & Ren, Teng & Liu, Wenbin, 2022. "Estimation of portfolio efficiency in nonconvex settings: A free disposal hull estimator with non-increasing returns to scale," Omega, Elsevier, vol. 111(C).
  8. Julian Amon & Margarethe Rammerstorfer & Karl Weinmayer, 2021. "Passive ESG Portfolio Management—The Benchmark Strategy for Socially Responsible Investors," Sustainability, MDPI, vol. 13(16), pages 1-21, August.
  9. Choi, Hyung-Suk & Min, Daiki, 2017. "Efficiency of well-diversified portfolios: Evidence from data envelopment analysis," Omega, Elsevier, vol. 73(C), pages 104-113.
  10. Xiaohong Liu & Jingjing Qu & Baihui Wang, 2023. "Understanding the factors affecting environmental efficiency and technology inequality of Chinese cities: insights from production assumptions in data envelopment analysis," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 25(12), pages 14661-14692, December.
  11. Adam, Lukáš & Branda, Martin, 2021. "Risk-aversion in data envelopment analysis models with diversification," Omega, Elsevier, vol. 102(C).
  12. Maike van Dijk-de Groot & Andre H.J. Nijhof, 2015. "Socially Responsible Investment Funds: a review of research priorities and strategic options," Journal of Sustainable Finance & Investment, Taylor & Francis Journals, vol. 5(3), pages 178-204, July.
  13. Mika Goto & Toshiyuki Sueyoshi, 2020. "Sustainable development and corporate social responsibility in Japanese manufacturing companies," Sustainable Development, John Wiley & Sons, Ltd., vol. 28(4), pages 844-856, July.
  14. Draženović Bojana Olgić & Hodžić Sabina & Maradin Dario, 2019. "The Efficiency of Mandatory Pension Funds: Case of Croatia," South East European Journal of Economics and Business, Sciendo, vol. 14(2), pages 82-94, December.
  15. Omura, Akihiro & Roca, Eduardo & Nakai, Miwa, 2021. "Does responsible investing pay during economic downturns: Evidence from the COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 42(C).
  16. Gasser, Stephan M. & Rammerstorfer, Margarethe & Weinmayer, Karl, 2017. "Markowitz revisited: Social portfolio engineering," European Journal of Operational Research, Elsevier, vol. 258(3), pages 1181-1190.
  17. Jin, Qianying & Basso, Antonella & Funari, Stefania & Kerstens, Kristiaan & Van de Woestyne, Ignace, 2024. "Evaluating different groups of mutual funds using a metafrontier approach: Ethical vs. non-ethical funds," European Journal of Operational Research, Elsevier, vol. 312(3), pages 1134-1145.
  18. Panos Xidonas & Eric Essner, 2024. "On ESG Portfolio Construction: A Multi-Objective Optimization Approach," Computational Economics, Springer;Society for Computational Economics, vol. 63(1), pages 21-45, January.
  19. Allevi, E. & Basso, A. & Bonenti, F. & Oggioni, G. & Riccardi, R., 2019. "Measuring the environmental performance of green SRI funds: A DEA approach," Energy Economics, Elsevier, vol. 79(C), pages 32-44.
  20. Antonella Basso & Stefania Funari, 2018. "Introducing Weights Restrictions in Data Envelopment Analysis Models for Mutual Funds," Mathematics, MDPI, vol. 6(9), pages 1-24, September.
  21. Shihong Zeng & Mimi Hu & Bin Su, 2016. "Research on Investment Efficiency and Policy Recommendations for the Culture Industry of China Based on a Three-Stage DEA," Sustainability, MDPI, vol. 8(4), pages 1-15, March.
  22. Amelia Bilbao-Terol & Mar Arenas-Parra & Verónica Cañal-Fernández & Celia Bilbao-Terol, 2016. "Multi-criteria decision making for choosing socially responsible investment within a behavioral portfolio theory framework: a new way of investing into a crisis environment," Annals of Operations Research, Springer, vol. 247(2), pages 549-580, December.
  23. Zhou, Zhongbao & Xiao, Helu & Jin, Qianying & Liu, Wenbin, 2018. "DEA frontier improvement and portfolio rebalancing: An application of China mutual funds on considering sustainability information disclosure," European Journal of Operational Research, Elsevier, vol. 269(1), pages 111-131.
  24. Sepideh Kaffash & Marianna Marra, 2017. "Data envelopment analysis in financial services: a citations network analysis of banks, insurance companies and money market funds," Annals of Operations Research, Springer, vol. 253(1), pages 307-344, June.
  25. Konstantinos Petridis & Nikolaos Kiosses & Ioannis Tampakoudis & Fouad Ben Abdelaziz, 2023. "Measuring the efficiency of mutual funds: Does ESG controversies score affect the mutual fund performance during the COVID-19 pandemic?," Operational Research, Springer, vol. 23(3), pages 1-29, September.
  26. Proikaki, Marina & Nikolaou, Ioannis & Jones, Nikoleta & Malesios, Chrisovaladis & Dimitrakopoulos, Panayiotis G & Evangelinos, Kostantinos, 2018. "Community perceptions of local enterprises in environmentally degraded areas," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 73(C), pages 116-124.
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