Performance evaluation of investment funds with a DEA approach

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dc.contributor.advisor Tolotti, Marco it_IT
dc.contributor.author Tonini, Nicolo' <1990> it_IT
dc.date.accessioned 2018-02-19 it_IT
dc.date.accessioned 2018-06-22T08:48:00Z
dc.date.available 2018-06-22T08:48:00Z
dc.date.issued 2018-03-06 it_IT
dc.identifier.uri http://hdl.handle.net/10579/12723
dc.description.abstract This work aims to describe how investment funds works and how to valuate their performances. First of all, there are illustrated, in general terms, several types of investment funds classified by purposes, accessibility and fund's management bias. Then, it will be described with which instruments it is possible to measure the performance of portfolios returns: the most known are the Sharpe, Jensen, Treynor and Information ratios, but we will explain in detail, all the ratios that can be used to perform this kind of valuation. Furthermore, I will approach the DEA (Data Envelopment Analysis), describing all the features, purposes, and applications that can be applied for what concern the performance valuation of investment funds. More in detail, we will treat generic and more specific DEA models, along with practical examples, applied to real investment funds based on the US and EU markets. it_IT
dc.language.iso en it_IT
dc.publisher Università Ca' Foscari Venezia it_IT
dc.rights © Nicolo' Tonini, 2018 it_IT
dc.title Performance evaluation of investment funds with a DEA approach it_IT
dc.title.alternative PERFORMANCE EVALUATION OF INVESTMENT FUNDS: AN APPROACH TO DATA ENVELOPMENT ANALYSIS it_IT
dc.type Bachelor Thesis it_IT
dc.degree.name Amministrazione, finanza e controllo it_IT
dc.degree.level Laurea magistrale it_IT
dc.degree.grantor Dipartimento di Management it_IT
dc.description.academicyear 2016/2017, sessione straordinaria it_IT
dc.rights.accessrights openAccess it_IT
dc.thesis.matricno 824434 it_IT
dc.subject.miur SECS-P/11 ECONOMIA DEGLI INTERMEDIARI FINANZIARI it_IT
dc.description.note it_IT
dc.degree.discipline it_IT
dc.contributor.co-advisor it_IT
dc.date.embargoend it_IT
dc.provenance.upload Nicolo' Tonini (824434@stud.unive.it), 2018-02-19 it_IT
dc.provenance.plagiarycheck Marco Tolotti (tolotti@unive.it), 2018-03-05 it_IT


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