Canadian Socially Responsible Investment Mutual Funds Performance Evaluation Using Data Envelopment Analysis

Author:

Ayadi Mohamed A.,Ben Ghazi Zouhour,Chabchoub Habib

Publisher

Springer International Publishing

Reference70 articles.

1. Agarwal, V., Bakshi, G., & Huij, J. (2014). Do higher-moment equity risks explain hedge fund returns? (Working Paper). University of Maryland.

2. Agarwal, V., & Naik, N. (2004). Risks and portfolio decisions involving hedge funds. Review of Financial Studies, 17, 63–98.

3. Alpert, B., Rekenthaler, J., & Suh, S. (2013). Global fund investor experience 2013. Morningstar research papers. Available at: https://corporate.morningstar.com/us/documents/MethodologyDocuments/FactSheets/Global-Fund-Investor-Experience-Report-2013.pdf

4. Ayadi, M. A., Ben-Ameur, H., & Kryzanowski, L. (2015). Typical and tail performance of Canadian SRI equity mutual funds. Journal of Financial Services Research, Forthcoming.

5. Ayadi, M. A., & Kryzanowski, L. (2005). Portfolio performance measurement using APM-free kernel models. Journal of Banking and Finance, 29, 623–659.

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