Stochastic programming DEA model of fundamental analysis of public firms for portfolio selection

DOI10.1007/978-3-642-29210-1_86zbMATH Open1306.90105OpenAlexW171375162MaRDI QIDQ5176367FDOQ5176367

Authors: N. Chanaka P. Edirisinghe 

Publication date: 3 March 2015

Published in: Operations Research Proceedings (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-29210-1_86

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Mathematics Subject Classification ID

Portfolio theory (91G10) Stochastic programming (90C15)

Cited In (3)

• Gangless cross-evaluation in DEA: an application to stock selection
• Portfolio selection under DEA-based relative financial strength indicators: case of US industries
• 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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