Efficiency assessment of mutual fund with risk and negative data : an improved two-stage network sbm model
Year of publication: |
2025
|
---|---|
Authors: | Shi, Xiao ; Pei, Zhuo ; Liu, Xinle |
Published in: |
Managerial and decision economics : MDE ; the international journal of research and progress in management economics. - Chichester [u.a.] : Wiley, ISSN 1099-1468, ZDB-ID 1491342-2. - Vol. 46.2025, 3, p. 1645-1660
|
Subject: | mutual fund | negative data | performance evaluation | risk | two-stage network SBM model | Investmentfonds | Investment Fund | Performance-Messung | Performance measurement | Theorie | Theory | Risiko | Risk | Data-Envelopment-Analyse | Data envelopment analysis |
-
Efficiency measurement of open-ended mutual fund schemes with respect to Indian mutual fund industry
Goel, Sweta, (2018)
-
Cross-sectional alpha dispersion and performance evaluation
Harvey, Campbell R., (2019)
-
A model-free identification of relative risk
Kuzmina, Olga, (2020)
- More ...
-
Environmental efficiency analysis based on relational two-stage DEA model
Shi, Xiao, (2016)
-
Variable selection in data envelopment analysis via Akaike's information criteria
Li, Yongjun, (2017)
-
Estimation of potential gains from bank mergers : a novel two-stage cost efficiency DEA model
Shi, Xiao, (2017)
- More ...