Estimation of fuzzy portfolio efficiency via an improved DEA approach
Year of publication: |
2020
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Authors: | Xiao, Helu ; Ren, Tiantian ; Ren, Teng |
Published in: |
INFOR : information systems and operational research. - Abingdon : Taylor & Francis Group, ISSN 1916-0615, ZDB-ID 1468358-1. - Vol. 58.2020, 3, p. 478-510
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Subject: | Data envelopment analysis | Diversification DEA model | Fuzzy portfolio evaluation | Improved DEA frontier | Improved DEA model | Technische Effizienz | Technical efficiency | Fuzzy-Set-Theorie | Fuzzy sets | Data-Envelopment-Analyse | Portfolio-Management | Portfolio selection |
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