Can efficiency of returns be considered as a pricing factor?
Year of publication: |
2018
|
---|---|
Authors: | Rubio, J. Francisco ; Maroney, Neal ; Hassan, M. Kabir |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 52.2018, 1, p. 25-54
|
Subject: | Data envelopment analysis | DEA | Ethical investing | Mutual funds | Performance | Risk factors | SRI | Investmentfonds | Investment Fund | Data-Envelopment-Analyse | Kapitaleinkommen | Capital income | Theorie | Theory | Portfolio-Management | Portfolio selection | CAPM | Schätzung | Estimation | Performance-Messung | Performance measurement | Effizienz | Efficiency | Technische Effizienz | Technical efficiency | Faktorenanalyse | Factor analysis |
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