Data envelopment analysis (DEA) has been a widely used methodology for evaluating the
relative performance of portfolios. Extensive work has appeared for realizing the role of DEA …

In this paper, we formulate an inverse data envelopment analysis (DEA) model for a serially
linked two-stage production process operating under constant returns to scale technology …

This paper aims to analyze the efficiency of the funds in technological, healthcare, and
consumer cyclical sectors based on the US News & World Report rankings. We employed a …

In this paper, we discuss a portfolio selection problem based on fuzzy data envelopment
analysis cross-efficiency evaluation wherein both undesirable fuzzy inputs and outputs have …

In this paper, we present a generic approach for checking the consistency between the
proclaimed style of a mutual fund and the actual fund composition. We use a method of time …

This paper proposes a methodology to assess whether a mutual fund (MF) manages its
costs and expenses efficiently, relative to its peers, in generating returns to investors. We …

China is a bank-dominated country; therefore, the sustainability of the Chinese banking
industry is important for economic development. In this paper, data envelopment analysis …

Traditional data envelopment analysis (DEA) and diversification-consistent DEA, as the data-
driven relative performance evaluation approaches, are widely used in the estimation of …

This study examines the conditions that lead mutual funds to underperform or outperform
competitors. Using fuzzy-set qualitative comparative analysis (fsQCA), we draw upon …

This paper documents a new series two-stage data envelopment analysis (DEA) modeling
framework for mutual fund performance evaluation in terms of operational and portfolio …