Assessing the performance of exchange traded funds in the energy sector : a hybrid DEA multiobjective linear programming approach
Carla Oliveira Henriques, Maria Elisabete Neves, Licínio Castelão, Duc Khuong Nguyen
| Year of publication: |
2022
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|---|---|
| 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
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| Subject: | ETF | DEA | Multi-objective portfolio models | Energy sector | Energiewirtschaft | Data-Envelopment-Analyse | Data envelopment analysis | Mathematische Optimierung | Mathematical programming | Indexderivat | Index derivative | Portfolio-Management | Portfolio selection | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Investmentfonds | Investment Fund |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/s10479-021-04323-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013350016