Generalized DEA model of fundamental analysis and its application to portfolio optimization
Year of publication: |
2007
|
---|---|
Authors: | Edirisinghe, N. C. P. ; Zhang, X. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 31.2007, 11, p. 3311-3335
|
Subject: | Portfolio-Management | Portfolio selection | Data-Envelopment-Analyse | Data envelopment analysis | Finanzanalyse | Financial analysis |
-
Evaluating hedge fund and CTA performance : data envelopment analysis approach
Gregoriou, Greg N., (2005)
-
Portfolio selection of projects based on a relative efficiency measurement
Dia, Mohamed, (2013)
-
Mutual fund performance benchmarking using a quadratic directional distance function approach
Pendaraki, Konstantina, (2015)
- More ...
-
Portfolio selection under DEA-based relative financial strength indicators : case of US industries
Edirisinghe, N. C. P., (2008)
-
Pricing swing options in the electricity markets under regime-switching uncertainty
Wahab, M. I. M., (2010)
-
Equilibrium analysis of supply chain structures under power imbalance
Edirisinghe, N. C. P., (2011)
- More ...