Assessing the performance of exchange traded funds in the energy sector: a hybrid DEA multiobjective linear programming approach
Author:
Funder
Fundação para a Ciência e a Tecnologia
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Decision Sciences
Link
https://link.springer.com/content/pdf/10.1007/s10479-021-04323-6.pdf
Reference59 articles.
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3. Basso, A., & Funari, S. (2016). DEA performance assessment of mutual funds. In Data Envelopment Analysis (pp. 229–287). Springer
4. Basso, A., & Funari, S. (2001). A data envelopment analysis approach to measure mutual fund performance. European Journal of Operational Research, 135(3), 477–492.
5. Biglova, A., Ortobelli, S., Rachev, S. T., & Stoyanov, S. (2004). Different approaches to risk estimation in portfolio theory. The Journal of Portfolio Management, 31(1), 103–112.
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