DEA frontier improvement and portfolio rebalancing : an application of China mutual funds on considering sustainability information disclosure
Zhongbao Zhou, Helu Xiao, Qianying Jin, Wenbin Liu
| Year of publication: |
16 August 2018
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| Authors: | Zhou, Zhongbao ; Xiao, Helu ; Jin, Qianying ; Liu, Wenbin |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 269.2018, 1 (16.8.), p. 111-131
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| Subject: | Data envelopment analysis | Portfolio performance evaluation | DEA frontier improvement | Out-of-sample evaluation | Sustainability information disclosure | Data-Envelopment-Analyse | Portfolio-Management | Portfolio selection | China | Investmentfonds | Investment Fund | Performance-Messung | Performance measurement | Technische Effizienz | Technical efficiency | Nachhaltige Entwicklung | Sustainable development |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2017.07.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011864214