{"id":"https://openalex.org/W2033904311","doi":"https://doi.org/10.1016/s0305-0548(03)00044-3","title":"Evaluating mutual fund performance: an application of minimum convex input requirement set approach","display_name":"Evaluating mutual fund performance: an application of minimum convex input requirement set approach","publication_year":2003,"publication_date":"2003-04-23","ids":{"openalex":"https://openalex.org/W2033904311","doi":"https://doi.org/10.1016/s0305-0548(03)00044-3","mag":"2033904311"},"language":"en","primary_location":{"id":"doi:10.1016/s0305-0548(03)00044-3","is_oa":false,"landing_page_url":"https://doi.org/10.1016/s0305-0548(03)00044-3","pdf_url":null,"source":{"id":"https://openalex.org/S173256270","display_name":"Computers & Operations Research","issn_l":"0305-0548","issn":["0305-0548","1873-765X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computers & Operations Research","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5009006655","display_name":"Kuo-Ping Chang","orcid":"https://orcid.org/0000-0003-0342-3722"},"institutions":[{"id":"https://openalex.org/I25846049","display_name":"National Tsing Hua University","ror":"https://ror.org/00zdnkx70","country_code":"TW","type":"education","lineage":["https://openalex.org/I25846049"]}],"countries":["TW"],"is_corresponding":true,"raw_author_name":"Kuo-Ping Chang","raw_affiliation_strings":["Department of Economics, National Tsing Hua University, Kuang Fu Rd., Hsinchu 300, Taiwan, ROC"],"affiliations":[{"raw_affiliation_string":"Department of Economics, National Tsing Hua University, Kuang Fu Rd., Hsinchu 300, Taiwan, ROC","institution_ids":["https://openalex.org/I25846049"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5009006655"],"corresponding_institution_ids":["https://openalex.org/I25846049"],"apc_list":{"value":3210,"currency":"USD","value_usd":3210},"apc_paid":null,"fwci":0.4039,"has_fulltext":false,"cited_by_count":55,"citation_normalized_percentile":{"value":0.71713548,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":"31","issue":"6","first_page":"929","last_page":"940"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.996399998664856,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.996399998664856,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12675","display_name":"Financial Reporting and Valuation Research","score":0.9926000237464905,"subfield":{"id":"https://openalex.org/subfields/1408","display_name":"Strategy and Management"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11976","display_name":"Capital Investment and Risk Analysis","score":0.991599977016449,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/fund-of-funds","display_name":"Fund of funds","score":0.7663822174072266},{"id":"https://openalex.org/keywords/passive-management","display_name":"Passive management","score":0.7036280035972595},{"id":"https://openalex.org/keywords/closed-end-fund","display_name":"Closed-end fund","score":0.6734374761581421},{"id":"https://openalex.org/keywords/mutual-fund-separation-theorem","display_name":"Mutual fund separation theorem","score":0.6622377634048462},{"id":"https://openalex.org/keywords/open-end-fund","display_name":"Open-end fund","score":0.6008067727088928},{"id":"https://openalex.org/keywords/global-assets-under-management","display_name":"Global assets under management","score":0.5552093982696533},{"id":"https://openalex.org/keywords/capital-asset-pricing-model","display_name":"Capital asset pricing model","score":0.5233644247055054},{"id":"https://openalex.org/keywords/mutual-fund","display_name":"Mutual fund","score":0.4837665557861328},{"id":"https://openalex.org/keywords/stable-value-fund","display_name":"Stable value fund","score":0.4303009510040283},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.4301457107067108},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.42961445450782776},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3729442358016968},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.33348923921585083},{"id":"https://openalex.org/keywords/institutional-investor","display_name":"Institutional investor","score":0.2517157793045044},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.06973236799240112},{"id":"https://openalex.org/keywords/market-liquidity","display_name":"Market liquidity","score":0.05921846628189087}],"concepts":[{"id":"https://openalex.org/C34375142","wikidata":"https://www.wikidata.org/wiki/Q1156684","display_name":"Fund of funds","level":3,"score":0.7663822174072266},{"id":"https://openalex.org/C64589626","wikidata":"https://www.wikidata.org/wiki/Q7142812","display_name":"Passive management","level":4,"score":0.7036280035972595},{"id":"https://openalex.org/C84355842","wikidata":"https://www.wikidata.org/wiki/Q361863","display_name":"Closed-end fund","level":3,"score":0.6734374761581421},{"id":"https://openalex.org/C160471959","wikidata":"https://www.wikidata.org/wiki/Q17082552","display_name":"Mutual fund separation theorem","level":3,"score":0.6622377634048462},{"id":"https://openalex.org/C155301685","wikidata":"https://www.wikidata.org/wiki/Q493177","display_name":"Open-end fund","level":4,"score":0.6008067727088928},{"id":"https://openalex.org/C43089589","wikidata":"https://www.wikidata.org/wiki/Q5570807","display_name":"Global assets under management","level":4,"score":0.5552093982696533},{"id":"https://openalex.org/C181236170","wikidata":"https://www.wikidata.org/wiki/Q848354","display_name":"Capital asset pricing model","level":2,"score":0.5233644247055054},{"id":"https://openalex.org/C2777064782","wikidata":"https://www.wikidata.org/wiki/Q791974","display_name":"Mutual fund","level":2,"score":0.4837665557861328},{"id":"https://openalex.org/C53132857","wikidata":"https://www.wikidata.org/wiki/Q7595780","display_name":"Stable value fund","level":5,"score":0.4303009510040283},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.4301457107067108},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.42961445450782776},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3729442358016968},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.33348923921585083},{"id":"https://openalex.org/C206757995","wikidata":"https://www.wikidata.org/wiki/Q1665188","display_name":"Institutional investor","level":3,"score":0.2517157793045044},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.06973236799240112},{"id":"https://openalex.org/C183582576","wikidata":"https://www.wikidata.org/wiki/Q184783","display_name":"Market liquidity","level":2,"score":0.05921846628189087},{"id":"https://openalex.org/C39389867","wikidata":"https://www.wikidata.org/wiki/Q380767","display_name":"Corporate governance","level":2,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1016/s0305-0548(03)00044-3","is_oa":false,"landing_page_url":"https://doi.org/10.1016/s0305-0548(03)00044-3","pdf_url":null,"source":{"id":"https://openalex.org/S173256270","display_name":"Computers & Operations Research","issn_l":"0305-0548","issn":["0305-0548","1873-765X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computers & Operations Research","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":29,"referenced_works":["https://openalex.org/W1490412332","https://openalex.org/W1499550068","https://openalex.org/W1976330743","https://openalex.org/W1991488194","https://openalex.org/W1991675125","https://openalex.org/W2002166289","https://openalex.org/W2002664886","https://openalex.org/W2010714258","https://openalex.org/W2012301648","https://openalex.org/W2027752836","https://openalex.org/W2054337887","https://openalex.org/W2070225810","https://openalex.org/W2078870183","https://openalex.org/W2168352563","https://openalex.org/W2169786125","https://openalex.org/W3122187992","https://openalex.org/W3122597312","https://openalex.org/W3123166123","https://openalex.org/W3124439061","https://openalex.org/W3124634564","https://openalex.org/W3124691330","https://openalex.org/W3144372880","https://openalex.org/W4235452906","https://openalex.org/W4235989318","https://openalex.org/W4241584625","https://openalex.org/W4246553530","https://openalex.org/W4247021123","https://openalex.org/W4294796673","https://openalex.org/W6630127388"],"related_works":["https://openalex.org/W2040120272","https://openalex.org/W2080996849","https://openalex.org/W4293181074","https://openalex.org/W3142793588","https://openalex.org/W4212867764","https://openalex.org/W1754642936","https://openalex.org/W2505930265","https://openalex.org/W2238276980","https://openalex.org/W1966012301","https://openalex.org/W2055337889"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":2},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":5},{"year":2017,"cited_by_count":3},{"year":2016,"cited_by_count":3},{"year":2015,"cited_by_count":2},{"year":2014,"cited_by_count":3},{"year":2013,"cited_by_count":11},{"year":2012,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}