Enhancement of equity portfolio performance using data envelopment analysis
From MaRDI portal
Publication:1926803
DOI10.1016/j.ejor.2012.02.006zbMath1253.91137MaRDI QIDQ1926803
Timo Leivo, Samuli Honkapuro, Eero Pätäri
Publication date: 29 December 2012
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2012.02.006
investment analysis; performance measurement; data envelopment analysis (DEA); value investing; portfolio performance; momentum investing
90C08: Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.)
91B76: Environmental economics (natural resource models, harvesting, pollution, etc.)
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