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Simple and cross efficiency of CTAs using data envelopment analysis. (2005). Rouah, Fabrice ; Satchell, Stephen ; Gregoriou, Greg ; Diz, Fernando .
In: The European Journal of Finance.
RePEc:taf:eurjfi:v:11:y:2005:i:5:p:393-409.

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  1. Can Efficiency of Returns Be Considered as a Pricing Factor?. (2018). Hassan, M. Kabir ; Maroney, Neal ; Rubio, Francisco J.
    In: Computational Economics.
    RePEc:kap:compec:v:52:y:2018:i:1:d:10.1007_s10614-017-9647-y.

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  2. Portfolio analysis with DEA: Prior to choosing a model. (2018). LELEU, Hervé ; Tarnaud, Albane Christine.
    In: Omega.
    RePEc:eee:jomega:v:75:y:2018:i:c:p:57-76.

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  3. Data envelopment analysis models of investment funds. (2012). Lamb, John D. ; Tee, Kai-Hong .
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:216:y:2012:i:3:p:687-696.

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  4. Rationalization of Investment Preference Criteria. (2011). Pezier, Jacques .
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2011-12.

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  5. Assessing the performance of alternative investments using non-parametric efficiency measurement approaches: Is it convincing?. (2010). Sommersguter-Reichmann, Margit ; Glawischnig, Markus .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:2:p:295-303.

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  6. TSD-consistent performance assessment of mutual funds. (2008). Lozano, S ; Gutierrez, E.
    In: Journal of the Operational Research Society.
    RePEc:pal:jorsoc:v:59:y:2008:i:10:d:10.1057_palgrave.jors.2602462.

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  7. Evaluation of Commodity Trading Advisors using fixed and variable and benchmark models. (2006). Gregoriou, Greg ; Chen, Yao.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:145:y:2006:i:1:p:183-200:10.1007/s10479-006-0030-y.

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