A data envelopment analysis approach to measure the mutual fund performance.

Antonella Basso Stefania Funari

Published in: Eur. J. Oper. Res. (2001)

Keyphrases

data envelopment analysis
dea model
dea models
input output
efficient frontier
multiple objective programming
linear programming
multi criteria
multi period
goal programming
similarity measure
control system
distance measure
portfolio selection