Mutual fund performance evaluation using data envelopment analysis with new risk measures

OR Spectrum

Volumn 28, Issue 3, 2006, Pages 375-398

  Chen, Zhiping ^a   Lin, Ruiyue ^b  

^a XI'AN JIAOTONG UNIVERSITY   (China)

^b WENZHOU UNIVERSITY   (China)

Author keywords

Data envelopment analysis; Mutual funds; Performance evaluation; Return; Risk measures

Indexed keywords

EID: 33748362018     PISSN: 01716468     EISSN: 14366304     Source Type: Journal    
DOI: 10.1007/s00291-005-0032-1     Document Type: Article

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