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

• Main Authors: Chua, Erica Gail, Geocanica, Joel, Pena, Norman, Yambao, Anne Giselle
• Format: text
• Language: English
• Published: Animo Repository 2008
• Subjects: Mutual funds > Philippines > Management; Investments > Philippines; Finance and Financial Management
• Online Access: https://animorepository.dlsu.edu.ph/etd_bachelors/18369
• Institution: De La Salle University

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...