Efficiency and investment style of European mutual funds

It use Data Envelopment Analysis (DEA) to examine the efficiency of European mutual funds across different investment styles. The DEA methodology goes beyond conventional efficiency to identify the most efficient mutual funds compared to the rest of the sample. Due to its flexibility including input...

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Detalles Bibliográficos
Autores: Vidal, Marta, Molero González, Laura, Trinidad Segovia, Juan E., Vidal García, Javier
Tipo de recurso: artículo
Fecha de publicación:2025
País:España
Institución:Universidad Europea (UEM)
Repositorio:ABACUS. Repositorio de Producción Científica
Idioma:inglés
OAI Identifier:oai:abacus.universidadeuropea.com:11268/16070
Acceso en línea:https://hdl.handle.net/11268/16070
Access Level:acceso abierto
Palabra clave:Análisis estadístico
Mercado financiero
Inversión
Goal 8: Promote inclusive and sustainable economic growth, employment and decent work for all
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spelling Efficiency and investment style of European mutual fundsVidal, MartaMolero González, LauraTrinidad Segovia, Juan E.Vidal García, JavierAnálisis estadísticoMercado financieroInversiónGoal 8: Promote inclusive and sustainable economic growth, employment and decent work for allIt use Data Envelopment Analysis (DEA) to examine the efficiency of European mutual funds across different investment styles. The DEA methodology goes beyond conventional efficiency to identify the most efficient mutual funds compared to the rest of the sample. Due to its flexibility including inputs and outputs (without a previously established relationship) and the lack of need for a hypothesis about the production function, the DEA allows for building efficient frontiers using the information collected from each fund. The application of the DEA in the sample of European mutual funds has served to show potential investors its usefulness and effectiveness in terms of fund selection. The results obtained in this study allow the identification of mutual funds with the most significant profitability potential and those with lower expectations of profitability.20252025-08-0120252025-01-0120252025-01-01journal articlehttp://purl.org/coar/resource_type/c_6501VoRhttp://purl.org/coar/version/c_970fb48d4fbd8a85info:eu-repo/semantics/articleapplication/pdfhttps://hdl.handle.net/11268/16070reponame:ABACUS. Repositorio de Producción Científicainstname:Universidad Europea (UEM)Inglésengopen accesshttp://purl.org/coar/access_right/c_abf2info:eu-repo/semantics/openAccessoai:abacus.universidadeuropea.com:11268/160702026-06-11T12:41:27Z
dc.title.none.fl_str_mv Efficiency and investment style of European mutual funds
title Efficiency and investment style of European mutual funds
spellingShingle Efficiency and investment style of European mutual funds
Vidal, Marta
Análisis estadístico
Mercado financiero
Inversión
Goal 8: Promote inclusive and sustainable economic growth, employment and decent work for all
title_short Efficiency and investment style of European mutual funds
title_full Efficiency and investment style of European mutual funds
title_fullStr Efficiency and investment style of European mutual funds
title_full_unstemmed Efficiency and investment style of European mutual funds
title_sort Efficiency and investment style of European mutual funds
dc.creator.none.fl_str_mv Vidal, Marta
Molero González, Laura
Trinidad Segovia, Juan E.
Vidal García, Javier
author Vidal, Marta
author_facet Vidal, Marta
Molero González, Laura
Trinidad Segovia, Juan E.
Vidal García, Javier
author_role author
author2 Molero González, Laura
Trinidad Segovia, Juan E.
Vidal García, Javier
author2_role author
author
author
dc.contributor.none.fl_str_mv
dc.subject.none.fl_str_mv Análisis estadístico
Mercado financiero
Inversión
Goal 8: Promote inclusive and sustainable economic growth, employment and decent work for all
topic Análisis estadístico
Mercado financiero
Inversión
Goal 8: Promote inclusive and sustainable economic growth, employment and decent work for all
description It use Data Envelopment Analysis (DEA) to examine the efficiency of European mutual funds across different investment styles. The DEA methodology goes beyond conventional efficiency to identify the most efficient mutual funds compared to the rest of the sample. Due to its flexibility including inputs and outputs (without a previously established relationship) and the lack of need for a hypothesis about the production function, the DEA allows for building efficient frontiers using the information collected from each fund. The application of the DEA in the sample of European mutual funds has served to show potential investors its usefulness and effectiveness in terms of fund selection. The results obtained in this study allow the identification of mutual funds with the most significant profitability potential and those with lower expectations of profitability.
publishDate 2025
dc.date.none.fl_str_mv 2025
2025-08-01
2025
2025-01-01
2025
2025-01-01
dc.type.none.fl_str_mv journal article
http://purl.org/coar/resource_type/c_6501
VoR
http://purl.org/coar/version/c_970fb48d4fbd8a85
dc.type.openaire.fl_str_mv info:eu-repo/semantics/article
format article
dc.identifier.none.fl_str_mv https://hdl.handle.net/11268/16070
url https://hdl.handle.net/11268/16070
dc.language.none.fl_str_mv Inglés
eng
language_invalid_str_mv Inglés
language eng
dc.rights.none.fl_str_mv open access
http://purl.org/coar/access_right/c_abf2
dc.rights.openaire.fl_str_mv info:eu-repo/semantics/openAccess
rights_invalid_str_mv open access
http://purl.org/coar/access_right/c_abf2
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.source.none.fl_str_mv reponame:ABACUS. Repositorio de Producción Científica
instname:Universidad Europea (UEM)
instname_str Universidad Europea (UEM)
reponame_str ABACUS. Repositorio de Producción Científica
collection ABACUS. Repositorio de Producción Científica
repository.name.fl_str_mv
repository.mail.fl_str_mv
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score 15.811543

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