Use of DEA cross-efficiency evaluation in portfolio selection : an application to Korean stock market
Year of publication: |
2014
|
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Authors: | Lim, Sungmook ; Oh, Kwang Wuk ; Zhu, Joe |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 236.2014, 1 (1.7.), p. 361-368
|
Subject: | Data envelopment analysis (DEA) | Cross-efficiency | Portfolio selection | Stock market | Data-Envelopment-Analyse | Data envelopment analysis | Portfolio-Management | Aktienmarkt | Südkorea | South Korea |
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