The thesis aims to present the data envelopment analysis (DEA) as a tool for the evaluation of mutual funds in times of crisis. And to analyze how some performance measures such as the Sharpe ratio, may present problems of interpretation, if used when the market is in a negative phase.
Mutual fund performance in slump periods: negative data DEA approaches
Tomat, Alessandro
2017/2018
Abstract
The thesis aims to present the data envelopment analysis (DEA) as a tool for the evaluation of mutual funds in times of crisis. And to analyze how some performance measures such as the Sharpe ratio, may present problems of interpretation, if used when the market is in a negative phase.File in questo prodotto:
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Utilizza questo identificativo per citare o creare un link a questo documento:
https://hdl.handle.net/20.500.14247/11587