Estimation of portfolio efficiency <i>via</i> stochastic DEA (Q5104611)
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scientific article; zbMATH DE number 7585233
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of portfolio efficiency <i>via</i> stochastic DEA |
scientific article; zbMATH DE number 7585233 |
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Estimation of portfolio efficiency <i>via</i> stochastic DEA (English)
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15 September 2022
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data envelopment analysis
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portfolio efficiency
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chance-constrained theory
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mean-standard deviation criterion
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