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Mutual fund performance appraisals: a multi-horizon perspective with endogenous benchmarking. (1999). Morey, Matthew R..
In: Omega.
RePEc:eee:jomega:v:27:y:1999:i:2:p:241-258.

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  1. Evaluating different groups of mutual funds using a metafrontier approach: Ethical vs. non-ethical funds. (2024). Basso, Antonella ; Jin, Qianying ; van De, Ignace ; Kerstens, Kristiaan ; Funari, Stefania.
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  2. Evaluating different groups of mutual funds using a metafrontier approach: Ethical vs. non-ethical funds. (2024). van De, Ignace ; Kerstens, Kristiaan ; Funari, Stefania ; Basso, Antonella ; Jin, Qianying.
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  7. Multi-Time and Multi-Moment Nonparametric Frontier-Based Fund Rating: Proposal and Buy-and-Hold Backtesting Strategy. (2022). van De, Ignace ; Ren, Tiantian ; Mazza, Paolo ; Kerstens, Kristiaan.
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  20. Directional distance based diversification super-efficiency DEA models for mutual funds. (2020). Li, Zongxin ; Lin, Ruiyue.
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  21. Do mutual fund managers earn their fees? New measures for performance appraisal. (2020). Tan, Kian ; Galagedera, Don ; Watson, John ; Fukuyama, Hirofumi.
    In: European Journal of Operational Research.
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  22. Efficiency of mutual fund managers: A slacks-based manager efficiency index. (2019). Andreu, Laura ; Vicente, Luis ; Serrano, Miguel .
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  28. Estimation of cardinality constrained portfolio efficiency via segmented DEA. (2018). Zhou, Zhongbao ; Liu, Wenbin ; Wu, Qian ; Xiao, Helu ; Jin, Qianying.
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    In: OR Spectrum: Quantitative Approaches in Management.
    RePEc:spr:orspec:v:39:y:2017:i:3:d:10.1007_s00291-017-0475-1.

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  32. Portfolio Selection in a Multi-Input Multi-Output Setting: a Simple Monte-Carlo-FDH Algorithm. (2016). Simar, Leopold ; Nalpas, Nicolas ; Vanhems, Anne.
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  34. Destination performance: Introducing the utility function in the mean-variance space. (2016). Petit, Sylvain ; Zhang, Linjia ; Botti, Laurent.
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  35. Destination performance: Introducing the utility function in the Mean-Variance space. (2016). Petit, Sylvain ; Botti, Laurent ; Zhang, Linjia.
    In: Post-Print.
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  36. Destination performance: Introducing the utility function in the mean-variance space. (2016). Petit, Sylvain ; Botti, Laurent ; Zhang, Linjia.
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  40. Large scale analysis of Islamic equity funds using a meta-frontier approach with data envelopment analysis. (2015). Makni, Rania ; Delhoumi, Ezzedine ; Benouda, Olfa ; ben Ouda, Olfa .
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    RePEc:eee:ejores:v:242:y:2015:i:1:p:332-342.

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  43. Precious metal mutual fund performance appraisal using DEA modeling. (2014). Tsolas, Ioannis E..
    In: Resources Policy.
    RePEc:eee:jrpoli:v:39:y:2014:i:c:p:54-60.

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  44. Do ethics imply persistence? The case of Islamic and socially responsible funds. (2014). Tortosa-Ausina, Emili ; Abdelsalam, Omneya ; Duygun, Meryem ; Matallin-Saez, Juan Carlos.
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  45. Export diversification through resource-based industrialization: The case of natural gas. (2014). MASSOL, Olivier ; Banal-Estanol, Albert ; Banal-Estaol, Albert.
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  46. A SURVEY ON THE FOUR FAMILIES OF PERFORMANCE MEASURES. (2014). Maillet, Bertrand ; Jannin, Gregory ; Caporin, Massimiliano ; Lisi, Francesco.
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  52. Resampling DEA estimates of investment fund performance. (2012). Lamb, John D. ; Tee, Kai-Hong .
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  55. Export diversification and resource-based industrialization: the case of natural gas. (2012). MASSOL, Olivier ; Banal-Estanol, Albert.
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  56. Equity Mutual Fund: Performances, Persistence and Fund Rankings. (2011). SOONGSWANG, Amporn ; SANOHDONTREE, Yosawee .
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  57. Appraisal of Mutual Equity Fund Performance Using Data Envelopment Analysis. (2011). Alexakis, Panayotis ; Tsolas, Ioannis .
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  58. On the informativeness of persistence for mutual funds performance evaluation using partial frontiers. (2011). Tortosa-Ausina, Emili ; Dominguez, Amparo Soler ; Juan Carlos Matallin Saez, ; TortosaAusina, Emili .
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  82. Single-Period Markowitz Portfolio Selection, Performance Gauging, and Duality: A Variation on the Luenberger Shortage Function. (2004). Kerstens, Kristiaan ; Lesourd, JB ; Briec, W.
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  84. Measuring the performance of ethical mutual funds: a DEA approach. (2003). Basso, Antonella ; Funari, S.
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  85. Single Period Markowitz Portfolio Selection, Performance Gading and Duality: A Variation on Luenbergera Shortage Function.. (2002). Kerstens, Kristiaan ; Briec, Walter ; Lesourd, Jean Baptiste .
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