Mutual fund performance appraisals: A multi-horizon perspective with endogenous benchmarking

Omega

Volumn 27, Issue 2, 1999, Pages 241-258

  Morey, Matthew R ^a   Morey, Richard C ^b  

^a FORDHAM UNIVERSITY   (United States)

^b NONE

Author keywords

Benchmarking; Data envelopment analysis; Multi horizon; Mutual funds; Quadratic programming; Ratings; Risks

Indexed keywords

EID: 0033114747     PISSN: 03050483     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0305-0483(98)00043-7     Document Type: Article

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