Data envelopment analysis models of investment funds

European Journal of Operational Research

Volumn 216, Issue 3, 2012, Pages 687-696

  Lamb, John D ^a   Tee, Kai Hong ^b  

^a UNIVERSITY OF ABERDEEN BUSINESS SCHOOL   (United Kingdom)

^b LOUGHBOROUGH UNIVERSITY   (United Kingdom)

Author keywords

Coherent risk measure; Data envelopment analysis; Diversification; Investment fund; Returns to scale; Stochastic dominance

Indexed keywords

COHERENT RISK MEASURES; DATA ENVELOPMENT; DIVERSIFICATION; INVESTMENT FUND; RETURNS TO SCALE; STOCHASTIC DOMINANCE;

DATA ENVELOPMENT ANALYSIS; INVESTMENTS; STOCHASTIC SYSTEMS;

RISK ASSESSMENT;

EID: 80053928974     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2011.08.019     Document Type: Article

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