Measuring the overall efficiency of SRI and conventional mutual funds by a diversification-consistent DEA model
Amelia Bilbao-Terol, Mar Arenas-Parra and Celia Bilbao-Terol
| Year of publication: |
2023
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|---|---|
| Authors: | Bilbao Terol, Amelia ; Arenas-Parra, Mar ; Bilbao, Cecilia |
| Published in: |
International transactions in operational research : a journal of the International Federation of Operational Research Societies. - Oxford : Wiley-Blackwell, ISSN 1475-3995, ZDB-ID 2019815-2. - Vol. 30.2023, 5, p. 2224-2256
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| Subject: | corporate sustainability | data envelopment analysis | mutual funds | prospect theory | second-order stochastic dominance | TOPSIS | Investmentfonds | Investment Fund | Data-Envelopment-Analyse | Data envelopment analysis | Prospect Theory | Prospect theory | Portfolio-Management | Portfolio selection | Performance-Messung | Performance measurement |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/itor.12974 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014259144