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...

Full description

Saved in:
Bibliographic Details
Main Authors: Chua, Erica Gail, Geocanica, Joel, Pena, Norman, Yambao, Anne Giselle
Format: text
Language:English
Published: Animo Repository 2008
Subjects:
Online Access:https://animorepository.dlsu.edu.ph/etd_bachelors/18369
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: De La Salle University
Language: English

Similar Items