Details about Antonella Basso

Access statistics for papers by Antonella Basso.

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

Short-id: pba290

Working Papers

2024

1. Evaluating different groups of mutual funds using a metafrontier approach: Ethical vs. non-ethical funds
   Post-Print, HAL 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) View citations (5) (2024)

2023

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

2014

4. 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 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) View citations (10) (2017)

2012

5. Constant and variable returns to scale DEA models for socially responsible investment funds
   Working Papers, Department of Economics, University of Venice "Ca' Foscari"
   See also Journal Article Constant and variable returns to scale DEA models for socially responsible investment funds, European Journal of Operational Research, Elsevier (2014) View citations (27) (2014)
6. Socially responsible mutual funds: An efficiency comparison among the European countries
   Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia View citations (1)

2010

7. 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 View citations (3)

2008

8. 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
9. A network of business relations to model counterparty risk
   Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia View citations (1)
10. Credit contagion in a network of firms with spatial interaction
    Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia View citations (3)
    See also Journal Article Credit contagion in a network of firms with spatial interaction, European Journal of Operational Research, Elsevier (2010) View citations (28) (2010)

2007

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

2006

12. 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 View citations (1)

2005

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

Undated

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

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 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) 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

2023

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

2022

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

2020

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

2019

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

2018

8. 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 View citations (22)
9. Introducing Weights Restrictions in Data Envelopment Analysis Models for Mutual Funds
   Mathematics, 2018, 6, (9), 1-24 View citations (1)

2017

10. 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 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) View citations (4) (2014)

2014

11. Constant and variable returns to scale DEA models for socially responsible investment funds
    European Journal of Operational Research, 2014, 235, (3), 775-783 View citations (27)
    See also Working Paper Constant and variable returns to scale DEA models for socially responsible investment funds, Working Papers (2012) (2012)

2010

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

2004

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

2003

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

2001

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

1999

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

1997

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

Chapters

2016

1. DEA Performance Assessment of Mutual Funds
   Springer View citations (19)