Model to estimate monthly time horizons for application of DEA in selection of stock portfolio and for maintenance of the selected portfolio
From MaRDI portal
Publication:1667058
DOI10.1155/2015/957893zbMATH Open1394.90347OpenAlexW1608906941WikidataQ59120056 ScholiaQ59120056MaRDI QIDQ1667058FDOQ1667058
Authors: José Claudio Isaias, Edson de Oliveira Pamplona, José Henrique de Freitas Gomes 
Publication date: 27 August 2018
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2015/957893
Recommendations
- Enhancement of equity portfolio performance using data envelopment analysis
- Equity portfolio optimization: a DEA based methodology applied to the Zagreb stock exchange
- Use of DEA cross-efficiency evaluation in portfolio selection: an application to Korean stock market
- Stochastic programming DEA model of fundamental analysis of public firms for portfolio selection
- Nested dynamic network data envelopment analysis models with infinitely many decision making units for portfolio evaluation
Cites Work
- Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis
- Enhancement of equity portfolio performance using data envelopment analysis
- Data envelopment analysis models of investment funds
- Cross-ranking of decision making units in data envelopment analysis
- Input/output selection in DEA under expert information, with application to financial markets
- Interval data without sign restrictions in DEA
- Least-squares solutions as solutions of a perturbation form of the Galerkin methods: interior pointwise error estimates and pollution effect
Cited In (2)
This page was built for publication: Model to estimate monthly time horizons for application of DEA in selection of stock portfolio and for maintenance of the selected portfolio
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1667058)
