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| Author: | Tarim, S. A. Karan, M. B. |
| Title: | Investment fund performance measurement using weight-restricted data envelopment analysis: an application to the Turkish capital market |
| Journal: | Russian and East European Finance and Trade
2001 : SEP-OCT, VOL. 37:5, p. 64-84 |
| Index terms: | CAPITAL MARKETS DATA ENVELOPMENT ANALYSIS FUNDS INVESTMENT TURKEY |
| Language: | eng |
| Abstract: | In this paper, the Data Envelopment Analysis Portfolio Efficiency Index (DPEI) approach of Murthi et al. (1997) is adopted. An application of this new index to measure the performance of Turkish investment funds revealed that some factors come out with zero weight in the efficiency analysis. |
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