Performance evaluation of the Slovak equity mutual funds based on the Data Envelopment Analysis

被引：0

作者：

Kliestik, Tomas ^{[1
]}

Zvarikova, Katarina ^{[1
]}

机构：

[1] Univ Zilina, Fac Operat & Econ Transport & Commun, Dept Econ, Zilina, Slovakia

来源：

PROCEEDINGS OF THE 2013 INTERNATIONAL CONFERENCE ON INFORMATION, BUSINESS AND EDUCATION TECHNOLOGY (ICIBET 2013) | 2013年 / 26卷

关键词：

mutual funds; efficiency; output variables; input variables; Data Envelopment Analysis (DEA);

D O I：

暂无

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

Investing to the mutual funds is an inseparable part of the effective financial market. The papers are focused on the possibilities of performance quantification of the selected equity mutual funds on the basis of Data Envelopment Analysis. The relevant input and output variables of the model are chosen based on the practical experiences and published studies dealing with this issue. Consequently the model is formed for the ten most important Slovak equity mutual funds over the time period from 1st January 2008 to 30th November 2012. The output of the contribution is the complex performance evaluation of selected mutual funds and providing investments' recommendations for retail investors who the tools of collective investments are primary make up for.

引用

页码：410 / 415

页数：6

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