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Details about Antonella Basso

Homepage:http://www.dma.unive.it/~basso
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 2019-05-27. Update your information in the RePEc Author Service.

Short-id: pba290


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Working Papers

2014

  1. The role of fund size in the performance of mutual funds assessed with DEA models
    Working Papers, Department of Management, Università Ca' Foscari Venezia Downloads
    See also Journal Article in The European Journal of Finance (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 in European Journal of Operational Research (2014)
  2. Socially responsible mutual funds: An efficiency comparison among the European countries
    Working Papers, Department of Management, Università Ca' Foscari Venezia Downloads

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 (1)

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
    See also Journal Article in European Journal of Operational Research (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 (5)

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

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 (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 (2)
    See also Working Paper (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 (12)
    See also Working Paper (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 (11)
    See also Working Paper (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 (21)
  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 (3)

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 (27)

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 (58)
  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 (14)
  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)
 
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