{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,12,29]],"date-time":"2025-12-29T22:04:34Z","timestamp":1767045874824},"reference-count":23,"publisher":"Elsevier BV","issue":"6","license":[{"start":{"date-parts":[[2004,5,1]],"date-time":"2004-05-01T00:00:00Z","timestamp":1083369600000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.elsevier.com\/tdm\/userlicense\/1.0\/"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Computers &amp; Operations Research"],"published-print":{"date-parts":[[2004,5]]},"DOI":"10.1016\/s0305-0548(03)00044-3","type":"journal-article","created":{"date-parts":[[2003,4,23]],"date-time":"2003-04-23T20:16:34Z","timestamp":1051128994000},"page":"929-940","source":"Crossref","is-referenced-by-count":39,"title":["Evaluating mutual fund performance: an application of minimum convex input requirement set approach"],"prefix":"10.1016","volume":"31","author":[{"given":"Kuo-Ping","family":"Chang","sequence":"first","affiliation":[]}],"member":"78","reference":[{"key":"10.1016\/S0305-0548(03)00044-3_BIB1","doi-asserted-by":"crossref","first-page":"389","DOI":"10.2307\/2325404","article-title":"The performance of mutual funds in the period 1945\u20131964","volume":"23","author":"Jensen","year":"1968","journal-title":"Journal of Finance"},{"key":"10.1016\/S0305-0548(03)00044-3_BIB2","doi-asserted-by":"crossref","first-page":"119","DOI":"10.1086\/294846","article-title":"Mutual fund performance","volume":"39","author":"Sharpe","year":"1966","journal-title":"Journal of Business"},{"key":"10.1016\/S0305-0548(03)00044-3_BIB3","doi-asserted-by":"crossref","first-page":"73","DOI":"10.1086\/296225","article-title":"Market timing and mutual fund performance","volume":"57","author":"Henriksson","year":"1984","journal-title":"Journal of Business"},{"key":"10.1016\/S0305-0548(03)00044-3_BIB4","doi-asserted-by":"crossref","first-page":"57","DOI":"10.1086\/296224","article-title":"Market timing and mutual fund investment performance","volume":"57","author":"Chang","year":"1984","journal-title":"Journal of Business"},{"key":"10.1016\/S0305-0548(03)00044-3_BIB5","doi-asserted-by":"crossref","first-page":"393","DOI":"10.1086\/296468","article-title":"Mutual fund performance","volume":"62","author":"Grinblatt","year":"1989","journal-title":"Journal of Business"},{"key":"10.1016\/S0305-0548(03)00044-3_BIB6","doi-asserted-by":"crossref","first-page":"47","DOI":"10.1086\/296593","article-title":"Performance measurement without benchmarks","volume":"66","author":"Grinblatt","year":"1993","journal-title":"Journal of Business"},{"key":"10.1016\/S0305-0548(03)00044-3_BIB7","doi-asserted-by":"crossref","first-page":"365","DOI":"10.1111\/j.1540-6288.1996.tb00877.x","article-title":"Information pricing","volume":"31","author":"Ciccotello","year":"1996","journal-title":"Financial Review"},{"key":"10.1016\/S0305-0548(03)00044-3_BIB8","doi-asserted-by":"crossref","first-page":"573","DOI":"10.2307\/2326627","article-title":"On the efficiency of competitive stock markets when traders have diverse information","volume":"31","author":"Grossman","year":"1976","journal-title":"Journal of Finance"},{"key":"10.1016\/S0305-0548(03)00044-3_BIB9","first-page":"393","article-title":"On the impossibility of informationally efficient markets","volume":"70","author":"Grossman","year":"1980","journal-title":"American Economic Review"},{"key":"10.1016\/S0305-0548(03)00044-3_BIB10","doi-asserted-by":"crossref","first-page":"1","DOI":"10.2307\/2937832","article-title":"Efficiently with costly information","volume":"104","author":"Ippolito","year":"1989","journal-title":"Quarterly Journal of Economics"},{"key":"10.1016\/S0305-0548(03)00044-3_BIB11","doi-asserted-by":"crossref","first-page":"1097","DOI":"10.1093\/rfs\/9.4.1097","article-title":"Survivorship bias and mutual fund performance","volume":"9","author":"Elton","year":"1996","journal-title":"Review of Financial Studies"},{"key":"10.1016\/S0305-0548(03)00044-3_BIB12","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1093\/rfs\/6.1.1","article-title":"Efficiency with costly information","volume":"6","author":"Elton","year":"1993","journal-title":"Review of Financial Studies"},{"key":"10.1016\/S0305-0548(03)00044-3_BIB13","doi-asserted-by":"crossref","first-page":"549","DOI":"10.2307\/2329419","article-title":"Returns from investing in equity mutual funds 1971 to 1991","volume":"50","author":"Malkiel","year":"1995","journal-title":"Journal of Finance"},{"key":"10.1016\/S0305-0548(03)00044-3_BIB14","doi-asserted-by":"crossref","first-page":"408","DOI":"10.1016\/S0377-2217(96)00356-6","article-title":"Efficiency of mutual funds and portfolio performance measurement","volume":"98","author":"Murthi","year":"1997","journal-title":"European Journal of Operational Research"},{"key":"10.1016\/S0305-0548(03)00044-3_BIB15","doi-asserted-by":"crossref","first-page":"319","DOI":"10.1016\/S0305-0483(98)00002-4","article-title":"Measuring the relative efficiency of fund management strategies in New Zealand using a spreadsheet-based stochastic data envelopment analysis model","volume":"26","author":"Premachandra","year":"1998","journal-title":"Omega"},{"key":"10.1016\/S0305-0548(03)00044-3_BIB16","doi-asserted-by":"crossref","first-page":"497","DOI":"10.1016\/S0377-2217(98)00043-5","article-title":"Measuring efficiency with quasiconcave production frontiers","volume":"115","author":"Chang","year":"1999","journal-title":"European Journal of Operational Research"},{"key":"10.1016\/S0305-0548(03)00044-3_BIB17","doi-asserted-by":"crossref","first-page":"511","DOI":"10.1093\/rfs\/9.2.511","article-title":"Portfolio performance measurement","volume":"9","author":"Chen","year":"1996","journal-title":"Review of Financial Studies"},{"key":"10.1016\/S0305-0548(03)00044-3_BIB18","series-title":"Microeconomic analysis","author":"Varian","year":"1992"},{"key":"10.1016\/S0305-0548(03)00044-3_BIB19","doi-asserted-by":"crossref","first-page":"679","DOI":"10.2307\/2329424","article-title":"Performance persistence","volume":"50","author":"Brown","year":"1995","journal-title":"Journal of Finance"},{"key":"10.1016\/S0305-0548(03)00044-3_BIB20","series-title":"Nonparametric statistics: for the behavioral sciences","author":"Siegel","year":"1988"},{"key":"10.1016\/S0305-0548(03)00044-3_BIB21","doi-asserted-by":"crossref","first-page":"5","DOI":"10.1007\/BF02408404","article-title":"The attributes, behavior, and performance of U.S. mutual funds","volume":"1","author":"Connor","year":"1991","journal-title":"Review of Quantitative Finance and Accounting"},{"key":"10.1016\/S0305-0548(03)00044-3_BIB22","doi-asserted-by":"crossref","first-page":"8","DOI":"10.3905\/jpm.23.2.8","article-title":"Performance games","volume":"23","author":"Bowen","year":"1997","journal-title":"Journal of Portfolio Management"},{"key":"10.1016\/S0305-0548(03)00044-3_BIB23","unstructured":"CDA Investment Technologies, Inc., 1992 through 1996, CDA\/Wiesenberger Mutual Fund Update: A Monthly Performance Summary and Analysis, CDA Investment Technologies, Inc., Rockville."}],"container-title":["Computers &amp; Operations Research"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:S0305054803000443?httpAccept=text\/xml","content-type":"text\/xml","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:S0305054803000443?httpAccept=text\/plain","content-type":"text\/plain","content-version":"vor","intended-application":"text-mining"}],"deposited":{"date-parts":[[2019,3,22]],"date-time":"2019-03-22T04:27:03Z","timestamp":1553228823000},"score":1,"resource":{"primary":{"URL":"https:\/\/linkinghub.elsevier.com\/retrieve\/pii\/S0305054803000443"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2004,5]]},"references-count":23,"journal-issue":{"issue":"6","published-print":{"date-parts":[[2004,5]]}},"alternative-id":["S0305054803000443"],"URL":"https:\/\/doi.org\/10.1016\/s0305-0548(03)00044-3","relation":{},"ISSN":["0305-0548"],"issn-type":[{"value":"0305-0548","type":"print"}],"subject":[],"published":{"date-parts":[[2004,5]]}}}