A Portfolio Selection Methodology Based on Data Envelopment Analysis
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Cites work
- A bibliography for data envelopment analysis (1978--1996)
- A Comparative Application of Data Envelopment Analysis and Translog Methods: An Illustrative Study of Hospital Production
- A fuzzy goal programming approach to portfolio selection
- A generalized data envelopment analysis model: A unification and extension of existing methods for efficiency analysis of decision making units
- A maxmin policy for bond management
- A MEAN-VARIANCE-SKEWNESS PORTFOLIO OPTIMIZATION MODEL
- A minimax portfolio selection strategy with equilibrium
- A Nonparametric Cost Approach to Scale Efficiency
- A possibilistic approach to selecting portfolios with highest utility score
- Cone ratio data envelopment analysis and multi-objective programming
- Constructing and evaluating balanced portfolios of R\&D projects with interactions: a DEA based methodology
- DEA/AR efficiency and profitability of 14 major oil companies in U.S. exploration and production
- Efficiency Analysis for Exogenously Fixed Inputs and Outputs
- Estimating most productive scale size using data envelopment analysis
- scientific article; zbMATH DE number 416861 (Why is no real title available?)
- Maximum Likelihood, Consistency and Data Envelopment Analysis: A Statistical Foundation
- Measuring the efficiency of decision making units
- Multi-objective stochastic programming for portfolio selection
- Multiple criteria linear programming model for portfolio selection
- Nonparametric Analysis of Technical and Allocative Efficiencies in Production
- On admissible efficient portfolio selection problem
- Origins, uses of, and relations between goal programming and data envelopment analysis
- Portfolio optimization under a minimax rule
- Portfolio selection based on fuzzy probabilities and possibility distributions
- Portfolio selection based on upper and lower exponential possibility distributions
- Programming with linear fractional functionals
- Recent developments in DEA. The mathematical programming approach to frontier analysis
- Relationships between Data Envelopment Analysis and Multicriteria Decision Analysis
- Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis
- Strict vs. Weak Ordinal Relations for Multipliers in Data Envelopment Analysis
- Structural comparison of data envelopment analysis and multiple objective linear programming
- The efficient frontier for bounded assets
- THE MEAN-VARIANCE APPROACH TO PORTFOLIO OPTIMIZATION SUBJECT TO TRANSACTION COSTS
Cited in
(9)- Comparison of the multicriteria decision-making methods for equity portfolio selection: the U.S. evidence
- Enhancement of equity portfolio performance using data envelopment analysis
- Portfolio selection in a data-rich environment
- Assessing the performance of exchange traded funds in the energy sector: a hybrid DEA multiobjective linear programming approach
- Portfolio performance benchmarking with data envelopment analysis
- Portfolio optimization with asset preselection using data envelopment analysis
- Optimization of short-term stock selection based on volume and price using a non-cooperative parallel DEA model
- Efficiency of socially responsible investments in the context of portfolio management
- Cross-efficiency aggregation by ordered visibility graph averaging: method, and application in portfolio selection
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