Model to estimate monthly time horizons for application of DEA in selection of stock portfolio and for maintenance of the selected portfolio

DOI10.1155/2015/957893zbMath1394.90347OpenAlexW1608906941WikidataQ59120056 ScholiaQ59120056MaRDI QIDQ1667058

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

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Portfolio theory (91G10)

Related Items (1)

Corrigendum to: ``Model to estimate monthly time horizons for application of DEA in selection of stock portfolio and for maintenance of the selected portfolio

Cites Work

• Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis
• Cross-ranking of decision making units in data envelopment analysis
• Data envelopment analysis models of investment funds
• Input/output selection in DEA under expert information, with application to financial markets
• Interval data without sign restrictions in DEA
• Enhancement of equity portfolio performance using data envelopment analysis
• Least-squares solutions as solutions of a perturbation form of the Galerkin methods: interior pointwise error estimates and pollution effect

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