haku: @journal_id 1340 / yhteensä: 117
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Tekijä:Tarim, S. A.
Karan, M. B.
Otsikko:Investment fund performance measurement using weight-restricted data envelopment analysis: an application to the Turkish capital market
Lehti:Russian and East European Finance and Trade
2001 : SEP-OCT, VOL. 37:5, p. 64-84
Asiasana:CAPITAL MARKETS
DATA ENVELOPMENT ANALYSIS
FUNDS
INVESTMENT
TURKEY
Kieli:eng
Tiivistelmä: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.
SCIMA tietueen numero: 231119
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