Performance measurement and best-practice benchmarking of mutual funds: combining stochastic dominance criteria with data envelopment analysis
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Social Sciences (miscellaneous),Business and International Management
Link
http://link.springer.com/content/pdf/10.1007/s11123-007-0045-7.pdf
Reference40 articles.
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3. Bailey JV (1992) Are manager universes acceptable performance benchmarks? J Portf Manage 8(3):9–13
4. Banker RD, Charnes A, Cooper WW (1984) Some models for estimating technical and scale inefficiencies in data envelopment analysis. Manage Sci 30(9):1078–1092
5. Basso A, Funari S (2001) A data envelopment analysis approach to measure the mutual fund performance. Euro J Oper Res 135:477–492
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