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Details about Antonella Basso

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Homepage:https://www.unive.it/data/persone/5591751
Workplace:Dipartimento di Economia (Department of Economics), Università Ca' Foscari Venezia (University Ca' Foscari Venice), (more information at EDIRC)

Access statistics for papers by Antonella Basso.

Last updated 2025-01-07. Update your information in the RePEc Author Service.

Short-id: pba290


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Working Papers

2024

  1. Evaluating different groups of mutual funds using a metafrontier approach: Ethical vs. non-ethical funds
    Post-Print, HAL Downloads View citations (3)
    See also Journal Article Evaluating different groups of mutual funds using a metafrontier approach: Ethical vs. non-ethical funds, European Journal of Operational Research, Elsevier (2024) Downloads View citations (5) (2024)

2023

  1. A Bibliometric Analysis of Art in Financial Markets
    Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia Downloads
  2. Portfolio Diversification Including Art as an Alternative Asset
    Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia Downloads

2014

  1. The role of fund size in the performance of mutual funds assessed with DEA models
    Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia Downloads View citations (4)
    See also Journal Article The role of fund size in the performance of mutual funds assessed with DEA models, The European Journal of Finance, Taylor & Francis Journals (2017) Downloads View citations (10) (2017)

2012

  1. Constant and variable returns to scale DEA models for socially responsible investment funds
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads
    See also Journal Article Constant and variable returns to scale DEA models for socially responsible investment funds, European Journal of Operational Research, Elsevier (2014) Downloads View citations (26) (2014)
  2. Socially responsible mutual funds: An efficiency comparison among the European countries
    Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia Downloads View citations (1)

2010

  1. Relative performance of SRI equity funds: An analysis of European funds using Data Envelopment Analysis
    Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia Downloads View citations (3)

2008

  1. A credit contagion model for the dynamics of the rating transitions in a SME bank loan portfolio
    Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia Downloads
  2. A network of business relations to model counterparty risk
    Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia Downloads View citations (1)
  3. Credit contagion in a network of firms with spatial interaction
    Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia Downloads View citations (3)
    See also Journal Article Credit contagion in a network of firms with spatial interaction, European Journal of Operational Research, Elsevier (2010) Downloads View citations (28) (2010)

2007

  1. DEA models for ethical and non ethical mutual funds with negative data
    Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia Downloads View citations (6)

2006

  1. A credit contagion model for loan portfolios in a network of firms with spatial interaction
    Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia Downloads View citations (1)

2005

  1. Performance evaluation of ethical mutual funds in slump periods
    GE, Growth, Math methods, University Library of Munich, Germany Downloads View citations (2)

Undated

  1. Sustainability indicators for university ranking
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads

Journal Articles

2024

  1. Evaluating different groups of mutual funds using a metafrontier approach: Ethical vs. non-ethical funds
    European Journal of Operational Research, 2024, 312, (3), 1134-1145 Downloads View citations (5)
    See also Working Paper Evaluating different groups of mutual funds using a metafrontier approach: Ethical vs. non-ethical funds, Post-Print (2024) Downloads View citations (3) (2024)
  2. The Effects of the Introduction of Volume-Based Liquidity Constraints in Portfolio Optimization with Alternative Investments
    Mathematics, 2024, 12, (15), 1-26 Downloads

2023

  1. Analyzing the land and labour productivity of farms producing renewable energy: the Italian case study
    Journal of Productivity Analysis, 2023, 59, (2), 153-172 Downloads

2022

  1. Prediction of UK research excellence framework assessment by the departmental h-index
    European Journal of Operational Research, 2022, 296, (3), 1036-1049 Downloads View citations (2)

2020

  1. A three-system approach that integrates DEA, BSC, and AHP for museum evaluation
    Decisions in Economics and Finance, 2020, 43, (2), 413-441 Downloads View citations (3)
  2. DEA-BSC and Diamond Performance to Support Museum Management
    Mathematics, 2020, 8, (9), 1-20 Downloads

2019

  1. Measuring the environmental performance of green SRI funds: A DEA approach
    Energy Economics, 2019, 79, (C), 32-44 Downloads View citations (25)

2018

  1. How well is the museum performing? A joint use of DEA and BSC to measure the performance of museums
    Omega, 2018, 81, (C), 67-84 Downloads View citations (22)
  2. Introducing Weights Restrictions in Data Envelopment Analysis Models for Mutual Funds
    Mathematics, 2018, 6, (9), 1-24 Downloads View citations (1)

2017

  1. The role of fund size in the performance of mutual funds assessed with DEA models
    The European Journal of Finance, 2017, 23, (6), 457-473 Downloads View citations (10)
    See also Working Paper The role of fund size in the performance of mutual funds assessed with DEA models, Working Papers (2014) Downloads View citations (4) (2014)

2014

  1. Constant and variable returns to scale DEA models for socially responsible investment funds
    European Journal of Operational Research, 2014, 235, (3), 775-783 Downloads View citations (26)
    See also Working Paper Constant and variable returns to scale DEA models for socially responsible investment funds, Working Papers (2012) Downloads (2012)

2010

  1. Credit contagion in a network of firms with spatial interaction
    European Journal of Operational Research, 2010, 205, (2), 459-468 Downloads View citations (28)
    See also Working Paper Credit contagion in a network of firms with spatial interaction, Working Papers (2008) Downloads View citations (3) (2008)

2004

  1. A Quantitative Approach to Evaluate the Relative Efficiency of Museums
    Journal of Cultural Economics, 2004, 28, (3), 195-216 Downloads View citations (36)
  2. A two-step simulation procedure to analyze the exercise features of American options
    Decisions in Economics and Finance, 2004, 27, (1), 35-56 Downloads View citations (4)

2003

  1. Measuring the performance of ethical mutual funds: a DEA approach
    Journal of the Operational Research Society, 2003, 54, (5), 521-531 Downloads View citations (48)

2001

  1. A data envelopment analysis approach to measure the mutual fund performance
    European Journal of Operational Research, 2001, 135, (3), 477-492 Downloads View citations (82)
  2. Optimal resource allocation with minimum activation levels and fixed costs
    European Journal of Operational Research, 2001, 131, (3), 536-549 Downloads View citations (5)
  3. Option pricing bounds with standard risk aversion preferences
    European Journal of Operational Research, 2001, 134, (2), 249-260 Downloads View citations (3)

1999

  1. A more informative estimation procedure for the parameters of a diffusion process
    Physica A: Statistical Mechanics and its Applications, 1999, 269, (1), 45-53 Downloads

1997

  1. Decreasing Absolute Risk Aversion and Option Pricing Bounds
    Management Science, 1997, 43, (2), 206-216 Downloads View citations (17)
  2. On the relative efficiency of nth order and DARA stochastic dominance rules
    Applied Mathematical Finance, 1997, 4, (4), 207-222 Downloads View citations (1)

Chapters

2016

  1. DEA Performance Assessment of Mutual Funds
    Springer View citations (19)
 
Page updated 2025-03-23