___

• Alirezaa, M.R. ve Hassani Mir, S.A., (2004),; An Empric Application to the Span- ish wine Prosucers, 4th International Symposium of DEA, Aston Businees School, UK.
• Basso, A. ve Funari, S., (2001), “A Data Envelopment Analysis Approach To
• Measure The Mutual Fund Performance”, European Journal of Opera- tional Research, Cilt.135, Vol. 3, 477–492 Cadsby, C. B., (1986), “Performance Hypothesis Testing with the Sharpe and Treynor Measures: A Comment”, The Journal of Finance, Cilt. 41, No. 5. , –1176.
• Campbell, J. Y., Cochrane, J. H., (2000),“Explaning the Poor Performance of
• Consumption Based Asset Pricing Models”, The Journal of Finance, Cilt.55, No.6 Canada, J. R., Sullivan, W. G. Ve White, J. A., ( 1996), Capital Investment Analy- sis For Engineering And Management, Upper Saddle River, N.J. : Prentice Hall.
• Carhart, M. M., (1997), “On Persistence in Mutual Fund Performance”, The Journal of Finance, Cilt. 52, No. 1. , 57–82.
• Chang, K., (2004), “Evaluating Mutual Fund Performance: An Application Of
• Minimum Convex İnput Requirement Set Approach”, European Journal of Operational Research,Cilt.31, No.6 , 929-940. Chen, Z. ve Lin, R., (2006), “Mutual Fund Performance Evaluation Using Data
• Envelopment Analysis With New Risk Measures”, Cilt. 28,375–398. Cooper, W.W, Seiford, L.M. ve Tone, K., (2006), Introduction to Data Envelop- ment Analyis and Its Uses, Springer Science Business Media, Inc.
• Cumby, R. E., Glen, J. D. (1990),“Evaluating the Performance of International
• Mutual Funds”, The Journal of Finance, Cilt. 45, No. 2. 497–521. Danie, K., Grinblatt, M., Titman, S., Wermers, R., (1997), “Measuring Mutual
• Fund Performance with Characteristic-Based Benchmarks” The Journal of Finance, Cilt. 52, No. 3, 1035–1058.
• Ditmar, R. F., (2002), “Nonlinear Pricing Kernels, Kurtosis Preference and Evi- dence from the Cross Section of Equity Returns”, The Journal of Finance, Cilt.57, No.1.
• Eling, M., (2006), “Performance Measurement Of Hedge Funds Using Data Envel- opment Analysis”, Swiss Society for Financal Market Research, 442-471.
• Elton, E.J. ve Gruber, M. J., (1995), Modern Portfolio Theory And Investment
• Analysis, New York : John Wiley and Sons. Fama, E. F., French, K. R. (2006), “The Value Premium and the CAPM”,The
• Jounral of Finance, Cilt.61, No.5. Fama, F. E., ve French, K. R., (1996), “The CAPM is Wanted, Dead or Alive”,
• The Journal of Finance, Cilt. 51, No. 5., 1947-1958.
• Gitman, L. J., (1998), Principles Of Managerial Finance, Reading, Mass. : Addi- son Wesley.
• Grant, D., (1977), “Portfolio Performance and the "Cost" of Timing Decisions”,
• The Journal of Finance, Cilt. 32, No: 3. , 837–846. Haugen, R. A., (1997), Modern Investment Theory, Upper Saddle River, NJ: Pren- tice Hall. http://www.hazine.gov.tr http://www.imkb.gov.tr
• Jensen, M.C. , (1968) , “The Performance of Mutual Funds in the Period 1945 –
• ”,The Journal of Finance, Cilt. 23, No. 2, 389–416. Jobson, J. D. ve Korkie, B. M. , (1981), “Performance Hypothesis Testing with the Sharpe and Treynor Measures”, The Journal of Finance, Cilt. 36, No. 4. , –908.
• Joro, T. ve Na, P., (2005), “Portfolio Performance Evaluation In A Mean–
• Variance–Skewness Framework”. Karacaer, Ş., (1998), “Antalya Yöresindeki 4 ve 5 Yıldızlı Otellerde Toplam Etkin- lik Ölçümü: Bir Veri Zarflama Analizi Uygulaması”,Hacettepe Üniversitesi,
• Sosyal Bilimler Enstitüsü. Kazemi, M., Moini, A., Asgharpour, M.J., (2004), 4th International Symposium of
• DEA, Aston Businees School, UK Korkie, B., Jobson, J.D., (1984), “On the Jensen Measure and Marginal Im- provements in Portfolio Performance: A Note “,The Journal of Finance, Cilt. 39, No. 1. 245–251.
• Kothari, S.P., Warner, J. B. (2001) “Evaluating Mutual Fund Performance”, The Journal of Finance, Cilt.56, No. 5.
• Kontodimopoulos, N, Dimitris, N, Efficieny Measurenet of Hemoodialysis Units in Greece with Data Envelopment Analysis, Helenic Open University, Patras Lynch, A.W., Musto, D. K., (2003), “How Investors Interpret Past Fund Returns”,
• The Journal of Finance, Cilt,52, No.5. Markowitz, H. M., (1991), “Foundations of Portfolio Theory”, The Journal of
• Finance, Cilt. 46, No. 2. , 469–477. Markowitz, H. M., (1966), “Portfolio Selection”, The Journal of Finance, Cilt.XX, No. X., 77-91.
• Kontodimopoulos, N. Ve Niakas, D., (2004), Effıcıency Measurement Of Hemo- dıalysıs Unıts In Greece Wıth Data Envelopment Analysıs, 4th International
• Symposium of DEA, Aston Businees School, UK Raja, I.G., (2004), “Data Envelopment Analysis Versus the Canonical Correla- tionTheory;An Empric Application to the Spanish wine Prosucers, 4th Inter- national Symposium of DEA, Aston Businees School, UK
• Reilly, F. K., Brown, K. C., (1997), Investment Analysis And Portfolio Manage- ment, Fort Worth, Tex. : Dryden Pres.
• Scott, W. L., (1991), Contemporary Financial Markets And Services, St. Paul; New
• York: West Publishing Company. Sharpe, W. F., (1968) , “Mutual Fund Performance and the Theory of Capital
• Asset Pricing: Reply “ , The Journal of Business, Cilt. 41, No. 2., 235-236. Sharpe, W. F., (1964), “Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk”, The Journal of Finance, Cilt. 19, No. 3., 425–
• Sharpe, W. F., (1966), “Security Prices, Risk, and Maximal Gains from Diversifi- cation: Reply”, The Journal of Finance, Cilt. 21, No. 4. ,743–744.
• Sharpe, W. F., (1966), “Mutual Fund Performance”, The Journal of Business, Cilt. 39, No. 1, Bölüm. 2, 119–138.
• Thanassoulis, E., (2001), Introduction to the Theory and Application of Data En- velopment Analysis, Kluwer Academic Publishers.
• Villa, G., Lozano, S., (2004), “A Constant Sum of Outputs Dea Model for Olym- pic Games Target Setting”, 4th International Symposium of DEA, Aston Businees School, UK
• West, R. R., (1968) “Mutual Fund Performance and the Theory of Capital Asset