{"title":"基于数据包络分析的股票型共同基金绩效评价","authors":"G. Sharma, Vipul Sharma","doi":"10.1504/IJFSM.2018.10010999","DOIUrl":null,"url":null,"abstract":"This study has employed the BCC model of non-parametric technique DEA to assess the relative performance of a sample of 33 open ended equity (diversified/large cap) funds selected to represent the Mutual Fund Industry of India for a five year period 2008-2009 to 2012-2013. Specifically, it has carried out a non-parametric analysis of the relationship between output measure proxied by raw returns and a series of input variables including standard deviation, beta and expense ratio.","PeriodicalId":174638,"journal":{"name":"International Journal of Financial Services Management","volume":"20 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2018-02-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"Performance evaluation of equity mutual funds using data envelopment analysis\",\"authors\":\"G. Sharma, Vipul Sharma\",\"doi\":\"10.1504/IJFSM.2018.10010999\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This study has employed the BCC model of non-parametric technique DEA to assess the relative performance of a sample of 33 open ended equity (diversified/large cap) funds selected to represent the Mutual Fund Industry of India for a five year period 2008-2009 to 2012-2013. Specifically, it has carried out a non-parametric analysis of the relationship between output measure proxied by raw returns and a series of input variables including standard deviation, beta and expense ratio.\",\"PeriodicalId\":174638,\"journal\":{\"name\":\"International Journal of Financial Services Management\",\"volume\":\"20 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2018-02-28\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"International Journal of Financial Services Management\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1504/IJFSM.2018.10010999\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"International Journal of Financial Services Management","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1504/IJFSM.2018.10010999","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Performance evaluation of equity mutual funds using data envelopment analysis
This study has employed the BCC model of non-parametric technique DEA to assess the relative performance of a sample of 33 open ended equity (diversified/large cap) funds selected to represent the Mutual Fund Industry of India for a five year period 2008-2009 to 2012-2013. Specifically, it has carried out a non-parametric analysis of the relationship between output measure proxied by raw returns and a series of input variables including standard deviation, beta and expense ratio.
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