Mutual fund performance in slump periods: negative data DEA approaches

dc.contributor.advisor	Basso, Antonella	it_IT
dc.contributor.author	Tomat, Alessandro <1990>	it_IT
dc.date.accessioned	2017-02-22	it_IT
dc.date.accessioned	2017-05-08T03:45:50Z
dc.date.available	2017-05-08T03:45:50Z
dc.date.issued	2017-03-21	it_IT
dc.identifier.uri	http://hdl.handle.net/10579/9573
dc.description.abstract	The thesis aims to present the data envelopment analysis (DEA) as a tool for the evaluation of mutual funds in times of crisis. And to analyze how some performance measures such as the Sharpe ratio, may present problems of interpretation, if used when the market is in a negative phase.	it_IT
dc.language.iso		it_IT
dc.publisher	Università Ca' Foscari Venezia	it_IT
dc.rights	© Alessandro Tomat, 2017	it_IT
dc.title	Mutual fund performance in slump periods: negative data DEA approaches	it_IT
dc.title.alternative		it_IT
dc.type	Master's Degree Thesis	it_IT
dc.degree.name	Economia e finanza - economics and finance	it_IT
dc.degree.level	Laurea magistrale	it_IT
dc.degree.grantor	Dipartimento di Economia	it_IT
dc.description.academicyear	2015/2016, sessione straordinaria	it_IT
dc.rights.accessrights	openAccess	it_IT
dc.thesis.matricno	827855	it_IT
dc.subject.miur		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	Alessandro Tomat (827855@stud.unive.it), 2017-02-22	it_IT
dc.provenance.plagiarycheck	Antonella Basso (basso@unive.it), 2017-03-06	it_IT