Input/output selection in DEA under expert information, with application to financial markets
DOI10.1016/J.EJOR.2010.06.027zbMATH Open1206.91019OpenAlexW2140456526MaRDI QIDQ613500FDOQ613500
Authors: X. Zhang, N. Chanaka P. Edirisinghe 
Publication date: 20 December 2010
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2010.06.027
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data envelopment analysisportfolio selectionfundamental investment analysisvalue of expert information
Applications of statistics to economics (62P20) Decision theory (91B06) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08)
Cites Work
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- Performance Evaluation in Stochastic Environments Using Mean-Variance Data Envelopment Analysis
- Portfolio selection under DEA-based relative financial strength indicators: case of US industries
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- Data envelopment analysis and university selection
- Pitfalls and protocols in DEA
- An Illustrative Application of Idea (Imprecise Data Envelopment Analysis) to a Korean Mobile Telecommunication Company
- Imprecise DEA via Standard Linear DEA Models with a Revisit to a Korean Mobile Telecommunication Company
- Fuzzy scores of technical efficiency
- Data Envelopment Analysis Applied to Electricity Distribution Districts
- Weight-restricted DEA in action: from expert opinions to mathematical models
Cited In (5)
- Stochastic programming DEA model of fundamental analysis of public firms for portfolio selection
- Copula approach to select input/output variables for DEA
- Enhancement of equity portfolio performance using data envelopment analysis
- Model to estimate monthly time horizons for application of DEA in selection of stock portfolio and for maintenance of the selected portfolio
- Utilising data envelopment analysis for selecting stock and benchmark firms in Tehran stock exchange
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