Tsolas, Ioannis E. - In: Journal of risk and financial management : JRFM 15 (2022) 7, pp. 1-10
Choosing funds is a general issue for investors, with the aim of balancing potential risks and returns. The aim of this article is to use a super-efficiency approach to analyze and rank exchange-traded funds (ETFs) in order to find the best utility ETFs. The range-adjusted measure (RAM)-based...
