Measuring the relative efficiency of fund management strategies in New Zealand using a spreadsheet-based stochastic data envelopment analysis model

Omega

Volumn 26, Issue 2, 1998, Pages 319-331

  Premachandra, I M ^a   Powell, John G ^a   Shi, Jing ^a  

^a UNIVERSITY OF OTAGO   (New Zealand)

Author keywords

DEA; New Zealand portfolio selection; Simulation; Spreadsheet; Stochastic DEA

Indexed keywords

EFFICIENCY; EMPLOYMENT; FINANCIAL MARKETS; INVESTMENTS; SPREADSHEETS; STOCHASTIC MODELS; STOCHASTIC SYSTEMS;

DATA ENVELOPMENT ANALYSIS MODELS; FUND MANAGERS; NEW ZEALAND; NEW ZEALAND PORTFOLIO SELECTION; PERFORMANCE; PORTFOLIO MANAGEMENTS; PORTFOLIO SELECTION; RELATIVE EFFICIENCY; SIMULATION; STOCHASTIC DATA ENVELOPMENT ANALYSIS;

DATA ENVELOPMENT ANALYSIS;

EID: 0040944313     PISSN: 03050483     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0305-0483(98)00002-4     Document Type: Article

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