Investment and profitability factors in mutual fund performance evaluation: a conditional approach
نویسندگان
چکیده
منابع مشابه
Mutual fund performance evaluation: a value efficiency analysis approach
Data envelopment analysis (DEA) is an efficient tool for evaluating mutual fund performance. It is important for investors to select the best funds for investment. In evaluation of mutual fund performance, besides quantitative elements, there are many qualitative elements that are of importance to the investors. In this paper, value efficiency analysis (VEA) was used in mutual funds performance...
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IE. Kandel, D. Hunter, and R. Wermers dedicate this paper to the memory of our valued friend and colleague, Shmuel Kandel, who inspired us and contributed mightily to this project. Corresponding author: R. Wermers, [email protected] (email), 301-405-0572 (tel), 301-405-0359 (fax). We gratefully acknowledge useful comments from an anonymous referee, and suggestions from the participants of the Ger...
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ژورنال
عنوان ژورنال: Applied Economics Letters
سال: 2019
ISSN: 1350-4851,1466-4291
DOI: 10.1080/13504851.2019.1678723