Estimation of portfolio efficiency via DEA
Year of publication: |
2014
|
---|---|
Authors: | Liu, Wenbin ; Zhou, Zhongbao ; Liu, Debin ; Xiao, Helu |
Published in: |
Omega : the international journal of management science. - Oxford [u.a.] : Elsevier, ISSN 0305-0483, ZDB-ID 124502-8. - Vol. 52.2015, p. 107-118
|
Subject: | Portfolio evaluation | Efficient portfolio frontier | Diversification model | DEA | Portfolio-Management | Portfolio selection | Data-Envelopment-Analyse | Data envelopment analysis | Technische Effizienz | Technical efficiency | Theorie | Theory | Effizienz | Efficiency | Diversifikation | Diversification |
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