Performance evaluation of equity mutual funds using data envelopment analysis

Geetika Sharma and Vipul Sharma

International Journal of Financial Services Management, 2018, vol. 9, issue 1, 1-13

Abstract: This study has employed the BCC model of non-parametric technique DEA to assess the relative performance of a sample of 33 open ended equity (diversified/large cap) funds selected to represent the Mutual Fund Industry of India for a five year period 2008-2009 to 2012-2013. Specifically, it has carried out a non-parametric analysis of the relationship between output measure proxied by raw returns and a series of input variables including standard deviation, beta and expense ratio.

Keywords: mutual funds; data envelopment analysis; performance evaluation. (search for similar items in EconPapers)
Date: 2018
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