An improved dea prospect cross-efficiency evaluation method and its application in fund performance analysis

HIGHLIGHTS

  • who: Yangxue Ning and colleagues from the School of Mathematics, Physics and Statistics, Shanghai University of Engineering Science, Shanghai, China have published the paper: An Improved DEA Prospect Cross-Efficiency Evaluation Method and Its Application in Fund Performance Analysis, in the Journal: Mathematics 2023, 11, 585. of 31/03/2022
  • what: To remedy this in this paper the authors propose an improved DEA prospect cross-efficiency evaluation method called EPCE model. To demonstrate the validity and reliability of this approach the authors show an empirical analysis of mutual fund investment selection from Chinese fund market . . .

     

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