Model to estimate monthly time horizons for application of DEA in selection of stock portfolio and for maintenance of the selected portfolio
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Recommendations
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Cites work
- Cross-ranking of decision making units in data envelopment analysis
- Data envelopment analysis models of investment funds
- Enhancement of equity portfolio performance using 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
- Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis
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