Resampling DEA estimates of investment fund performance

Data envelopment analysis (DEA) is attractive for comparing investment funds because it handles different characteristics of fund distribution and gives a way to rank funds. There is substantial literature applying DEA to funds, based on the time series of funds' returns. This article looks at...

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Bibliographic Details
Main Authors: John D. Lamb, Kai-Hong Tee
Format: Default Article
Published: 2012
Subjects:
Other commerce, management, tourism and services not elsewhere classified
Data envelopment analysis
Bootstrap
Investment fund
Rank
Bias
Business and Management not elsewhere classified
Online Access:https://hdl.handle.net/2134/14796
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