DEA performance assessment of mutual funds

A Basso, S Funari - Data envelopment analysis: a handbook of empirical …, 2016 - Springer
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 …

Performance evaluation of Portuguese mutual fund portfolios using the value-based DEA method

M do Castelo Gouveia, E Duarte Neves… - Journal of the …, 2018 - Taylor & Francis
The increased volatility in capital markets since the outbreak of the 2008 global financial
crisis and the investor's lack of confidence in the banking sector represented significant …

Mutual fund performance prediction

H Qamar, S Singh - 2016 IEEE Distributed Computing, VLSI …, 2016 - ieeexplore.ieee.org
It is increasingly seen that non parametric frontier method has become a popular method in
predicting the performance of investment fund. This paper uses the non-parametric method …

Application of Multi-Criteria Decision Analysis for Investment Strategies in the Indian Equity Market

S Majumdar, R Puthiya, N Bendarkar - … Management and Financial …, 2021 - papers.ssrn.com
In the Indian equity market, the Systematic Investment Plan (SIP) is the most popular strategy
due to its convenience for disciplined investing regardless of market conditions. This study …

A literature survey on the performance prediction of mutual funds

S Singla, G Gupta - International Journal of Computational …, 2020 - inderscienceonline.com
Mutual funds are excellent medium for investors to invest, who do not have much know-how
about financial markets. Investors generally take fund's historical performance and their …

Performance Evaluation of Mutual Funds Using Frontier Methods

S Sarkar - Handbook of Production Economics, 2022 - Springer
The mutual funds industry in an economy plays an important role in channeling savings into
investments. Given the limited amount of savings, economic efficiency requires that such …

[PDF][PDF] Evaluation of portfolio performance of the Investment Corporation of Bangladesh's Mutual Funds

A Seddeke, M Rahman - … of Management and Business Research: C …, 2016 - academia.edu
The number of mutual funds that were professionally managed is on the rise. Consequently,
the importance of evaluating the performance of mutual funds has also increased. Investors …

Measuring the performance of accepted investment companies in Tehran's stock exchange by value efficiency analysis

M Shabani, N Shams - Management Science Letters, 2014 - m.growingscience.com
Increasing growth of investment and trend towards investment in stocks, and the
comparative atmosphere with the increase of companies' activities in financial issues, has …