Mean-value at risk portfolio efficiency: approaches based on data envelopment analysis models with negative data and their empirical behaviour (Q262452)
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scientific article; zbMATH DE number 6560859
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| English | Mean-value at risk portfolio efficiency: approaches based on data envelopment analysis models with negative data and their empirical behaviour |
scientific article; zbMATH DE number 6560859 |
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Mean-value at risk portfolio efficiency: approaches based on data envelopment analysis models with negative data and their empirical behaviour (English)
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29 March 2016
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portfolio efficiency
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diversification-consistent DEA
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directional distance measure
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value at risk
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risk-shaping
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empirical behaviour
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