Mutual fund performance benchmarking using a quadratic directional distance function approach
Year of publication: |
2015
|
---|---|
Authors: | Pendaraki, Konstantina |
Published in: |
International journal of financial engineering and risk management. - Olney : Inderscience, ISSN 2049-0909, ZDB-ID 2735250-X. - Vol. 2.2015, 1, p. 30-47
|
Subject: | financial management | directional distance function | data envelopment analysis | portfolio selection | performance evaluation | mutual funds | Technische Effizienz | Technical efficiency | Investmentfonds | Investment Fund | Data-Envelopment-Analyse | Data envelopment analysis | Performance-Messung | Performance measurement | Portfolio-Management | Portfolio selection | Benchmarking | Theorie | Theory | Kapitaleinkommen | Capital income |
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