Assessing the performance of exchange traded funds in the energy sector : a hybrid DEA multiobjective linear programming approach
Year of publication: |
2022
|
---|---|
Authors: | Henriques, Carla Oliveira ; Neves, Elisabete Duarte ; Castelão, Licínio ; Nguyen, Duc Khuong |
Published in: |
Financial modeling and risk management of energy and environmental instruments and derivates. - Dordrecht, The Netherlands : Springer. - 2022, p. 341-366
|
Subject: | ETF | DEA | Multi-objective portfolio models | Energy sector | Energiewirtschaft | Indexderivat | Index derivative | Data-Envelopment-Analyse | Data envelopment analysis | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Investmentfonds | Investment Fund |
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