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Constant and variable returns to scale DEA models for socially responsible investment funds

Antonella Basso and Stefania Funari ()

European Journal of Operational Research, 2014, vol. 235, issue 3, 775-783

Abstract: In order to evaluate the performance of socially responsible investment (SRI) funds, we propose some models which use data envelopment analysis (DEA) and can be computed in all phases of the business cycle. These models focus on the most crucial elements of an investment in mutual funds.

Keywords: Data envelopment analysis; Finance; Mutual fund performance evaluation; Socially responsible investing; Returns to scale (search for similar items in EconPapers)
Date: 2014
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Working Paper: Constant and variable returns to scale DEA models for socially responsible investment funds (2012) Downloads
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ejores:v:235:y:2014:i:3:p:775-783

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European Journal of Operational Research is currently edited by Roman Slowinski, Jesus Artalejo, Jean-Charles. Billaut, Robert Dyson and Lorenzo Peccati

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