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 …

The aim of this paper is to provide a methodology to assess the sustainability of investments
in sovereign bonds using a technique for order preference by similarity to the ideal solution …

STUDFUZZ 316 - Fuzzy Portfolio Optimization Page 1 Fuzzy Portfolio Optimization Pankaj Gupta
Mukesh Kumar Mehlawat Masahiro Inuiguchi Suresh Chandra Advances in Hybrid Multi-criteria …

This paper develops models for selecting portfolios for conventional and socially
responsible investment (SRI) mutual funds according to the preferences of the SRI investor …

In this paper, we propose a comprehensive three-stage multiple criteria decision making
framework for portfolio selection based upon financial and ethical criteria simultaneously. It …

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) …

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 …

In this paper we propose some models for the evaluation of the performance of mutual funds
within a DEA approach that are able to tackle the problem of the presence of negative …

This paper examines performances of 138 open-ended equity mutual funds managed by the
seventeen asset management companies in Thailand during the period 2002-2007. Several …

The main aims of this contribution are first to analyse the ethical level of European socially
responsible investment (SRI) funds, secondly to measure the overall performance of the …