Data envelopment analysis of mutual funds based on second-order stochastic dominance

European Journal of Operational Research

Volumn 189, Issue 1, 2008, Pages 230-244

  Lozano, Sebastián ^a   Gutiérrez, Ester ^a  

^a UNIVERSITY OF SEVILLE   (Spain)

Author keywords

Data envelopment analysis; LP; Mutual funds performance; SSD; Stochastic dominance

Indexed keywords

DATA REDUCTION; NONLINEAR ANALYSIS; RISK ANALYSIS; STOCHASTIC MODELS;

MUTUAL FUNDS (MF); OPTIMAL BENCHMARK;

DATA ENVELOPMENT ANALYSIS;

EID: 38949083469     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2007.04.014     Document Type: Article

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