Endogenous Benchmarking of Mutual Funds: Some Indian Evidence

Ram Sinha

The IUP Journal of Applied Finance, 2014, vol. 20, issue 3, 94-110

Abstract: Benchmarking of Indian mutual funds is mostly based on ratio approach involving methodologies suggested by Sharpe and Treynor. The present paper employs Bootstrap Data Envelopment Analysis (DEA) for evaluating the performance of a few sectoral mutual fund schemes for the second half of 2010. The study uses input-oriented, output-oriented and graph hyperbolic measures of efficiency for the purpose of bootstrap DEA analysis. The computation is made in “R”.

Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:icf:icfjaf:v:20:y:2014:i:3:p:94-110

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