Proceedings of the 2013 International Conference on Information, Business and Education Technology (ICIBET 2013)

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

Authors
Tomáš Klieštik, Katarína Zvaríková
Corresponding Author
Tomáš Klieštik
Available Online March 2013.
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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Volume Title
Proceedings of the 2013 International Conference on Information, Business and Education Technology (ICIBET 2013)
Series
Advances in Intelligent Systems Research
Publication Date
March 2013
ISBN
978-90-78677-57-4
ISSN
1951-6851
DOI
10.2991/icibet.2013.99How to use a DOI?
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/).

Cite this article

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  -