A Portfolio Selection Methodology Based on Data Envelopment Analysis
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Publication:6160197
DOI10.3138/INFOR.47.1.71MaRDI QIDQ6160197FDOQ6160197
Publication date: 9 May 2023
Published in: INFOR: Information Systems and Operational Research (Search for Journal in Brave)
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Cited In (7)
- Portfolio selection in a data-rich environment
- Enhancement of equity portfolio performance using data envelopment analysis
- Assessing the performance of exchange traded funds in the energy sector: a hybrid DEA multiobjective linear programming approach
- Comparison of the multicriteria decision-making methods for equity portfolio selection: the U.S. evidence
- Portfolio optimization with asset preselection using data envelopment analysis
- Portfolio performance benchmarking with data envelopment analysis
- Optimization of short-term stock selection based on volume and price using a non-cooperative parallel DEA model
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