preface.
acknowledgments.

chapter 1: fund selection and data envelopment analysis.

introduction.

fund selection.

what is data envelopment analysis?

chapter 2: dea models.

introduction.

dea model calculation.

markowitz model and sharpe ratio.

constant returns-to-scale dea model.
.

negative data.

deafrontier excel add-in.

solving dea model.

chapter 3: classification methods.

introduction.

returns-to-scale classification.

context-dependent dea.

chapter 4: benchmarking models.

introduction.

variable-benchmark model.

solving variable-benchmark model.

fixed-benchmark model.

solving fixed-benchmark model.

chapter 5: data, inputs, and outputs.

description of data.

methodology.

preparing the data for deafrontier.

chapter 6: application of basic dea models.

introduction.

results.

conclusion.

chapter 7: application of returns-to-scale.

introduction.

results.

conclusion.

chapter 8: application of context-dependent dea.

introduction.

results.

conclusion.

chapter 9: application of fixed- and variable-benchmark models.

introduction.

results.

conclusion.

chapter 10: closing remarks.

references.

index.

about the cd-rom.

about the authors.