Performance evaluation of equity mutual funds using data envelopment analysis
by Geetika Sharma; Vipul Sharma
International Journal of Financial Services Management (IJFSM), Vol. 9, No. 1, 2018

Abstract: This study has employed the BCC model of non-parametric technique DEA to assess the relative performance of a sample of 33 open ended equity (diversified/large cap) funds selected to represent the Mutual Fund Industry of India for a five year period 2008-2009 to 2012-2013. Specifically, it has carried out a non-parametric analysis of the relationship between output measure proxied by raw returns and a series of input variables including standard deviation, beta and expense ratio.

Online publication date: Sun, 25-Feb-2018

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