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

DOI

10.2991/icibet.2013.99How to use a DOI?

Abstract

Investing to the mutual funds is an in-separable part of the effective financial market. The papers are focused on the possibilities of performance quantifica-tion of the selected equity mutual funds on the basis of Data Envelopment Analy-sis. The relevant input and output vari-ables of the model are chosen based on the practical experiences and published studies dealing with this issue. Conse-quently the model is formed for the ten most important Slovak equity mutual funds over the time period from 1st Janu-ary 2008 to 30th November 2012. The output of the contribution is the complex performance evaluation of selected mu-tual funds and providing investments´ recommendations for retail investors who the tools of collective investments are primary make up for.

Copyright

© 2013, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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TY  - CONF
AU  - Tomáš Klieštik
AU  - Katarína Zvaríková
PY  - 2013/03
DA  - 2013/03
TI  - Performance evaluation of the Slovak equity mutual funds based on the Data Envelopment Analysis
BT  - Proceedings of the 2013 International Conference on Information, Business and Education Technology (ICIBET 2013)
PB  - Atlantis Press
SP  - 460
EP  - 465
SN  - 1951-6851
UR  - https://doi.org/10.2991/icibet.2013.99
DO  - 10.2991/icibet.2013.99
ID  - Klieštik2013/03
ER  -