Evaluating data envelopment analysis as an alternative fund performance appraisal tool to traditional composite measures of portfolio performance: A Philippine mutual fund industry risk-return analysis for the years 2003-2007
The proponents conducted a study on the performance of (34) Philippine mutual funds using three (3) data envelopment analysis models, namely, the CCR (basic) model, the cross-efficiency model, and the super-efficiency model, and three (3) traditional performance evaluation measures, namely, the Shar...
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| Main Authors: | , , , |
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| Format: | text |
| Language: | English |
| Published: |
Animo Repository
2008
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| Subjects: | |
| Online Access: | https://animorepository.dlsu.edu.ph/etd_bachelors/18369 |
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| Institution: | De La Salle University |
| Language: | English |