数据包络分析法在基金业绩评价中的应用

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Abstract

DEA was introduced into funds performance evaluation.On the basis of funds performance,different types of funds were compared horizontally to avoids the influence of system factors(exogenous variables),such as the security market(including the economic,legal and policy environments).The relative performances of 46 security funds in 2002 were also estimated through DEA.Finally some questions and advices of further funds performance evaluation study with DEA were put forward.

Key words： data envelopment analysis(DEA) funds performance evaluation nonparametric methodology

Received: 16 December 2004

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	LIAO Hua
	LIAO Xiao-Rong

Cite this article:

LIAO Hua,LIAO Xiao-Rong. Application of Data Envelopment Analysis to Funds Performance Evaluation[J]. J4, 2005, 2(5): 542-.

URL:

http://manu68.magtech.com.cn/Jwk_glxb/EN/ OR http://manu68.magtech.com.cn/Jwk_glxb/EN/Y2005/V2/I5/542

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