Use of DEA cross-efficiency evaluation in portfolio selection: an application to Korean stock market (Q299916)
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scientific article; zbMATH DE number 6597031
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| English | Use of DEA cross-efficiency evaluation in portfolio selection: an application to Korean stock market |
scientific article; zbMATH DE number 6597031 |
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Use of DEA cross-efficiency evaluation in portfolio selection: an application to Korean stock market (English)
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23 June 2016
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data envelopment analysis (DEA)
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cross-efficiency
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portfolio selection
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stock market
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0.8072150945663452
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0.8055728077888489
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0.7973970174789429
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0.7684799432754517
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0.7526606321334839
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