Over recent years, investors' attention on the environment, social responsibility, and
governance (ESG) has been growing. At the same time, managers, investors, and regulators …

The objectives of this paper are manyfold. First we present a comprehensive review of the
literature of DEA models for the performance assessment of mutual funds. Then we discuss …

Ethical mutual funds (MFs) have grown in popularity over the past few years. However, the
investors generally have concerns about their profitability compared to the investment group …

The paper examines the performance of US no-load equity mutual funds. Fund performance
is derived using stochastic frontier analysis for a flexible functional form. This analysis allows …

Socially responsible investors pursue both financial and non‐financial goals. In this paper,
we attempt to assess the performance of French socially responsible mutual funds (SRMFs) …

This paper aims at providing answers to the questions raised in Cook et al.(2014) in the
context of portfolio analysis with Data Envelopment Analysis (DEA). This reflection leads to …

Socially responsible investors pursue financial as well as nonfinancial goals. Whereas the
role of financial criteria in investment decisions is well understood, much less is known on …

Mutual fund investors are concerned with the selection of the best fund in terms of
performance among the set of alternative funds. This paper proposes an innovative mutual …

Sustainable and responsible (SR) investors have to address two criteria types: both financial
ones and those pertaining to sustainability and social responsibility. We present a …

We add to the investments literature by employing new techniques to estimate asset
performance. We estimate a data envelopment analysis based efficiency score that allows …