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Risk-aversion in data envelopment analysis models with diversification
Adam, Lukáš; Branda, Martin - In: Omega : the international journal of management science 102 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012514499
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Parameter uncertainty in estimation of portfolio efficiency : evidence from an interval diversification-consistent DEA approach
Xiao, Helu; Ren, Tiantian; Zhou, Zhongbao; Liu, Wenbin - In: Omega : the international journal of management science 103 (2021), pp. 1-25
Persistent link: https://www.econbiz.de/10012581724
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Estimation of portfolio efficiency in nonconvex settings : a free disposal hull estimator with non-increasing returns to scale
Xiao, Helu; Zhou, Zhongbao; Ren, Teng; Liu, Wenbin - In: Omega : the international journal of management science 111 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013271740
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Big data and portfolio optimization : a novel approach integrating DEA with multiple data sources
Zhou, Zhongbao; Gao, Meng; Xiao, Helu; Wang, Rui; Liu, … - In: Omega : the international journal of management science 104 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012648558
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Directional distance based diversification super-efficiency DEA models for mutual funds
Lin, Ruiyue; Li, Zongxin - In: Omega : the international journal of management science 97 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012289090
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The efficiency of mutual fund companies : evidence from an innovative network SBM approach
Sánchez-González, Carlos; Sarto, José Luis; Vicente, Luis - In: Omega : the international journal of management science 71 (2017), pp. 114-128
Persistent link: https://www.econbiz.de/10011720958
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Efficiency of well-diversified portfolios : evidence from data envelopment analysis
Choi, Hyung-Suk; Min, Daiki - In: Omega : the international journal of management science 73 (2017), pp. 104-113
Persistent link: https://www.econbiz.de/10011779325
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Portfolio analysis with DEA : prior to choosing a model
Tarnaud, Albane Christine; Leleu, Hervé - In: Omega : the international journal of management science 75 (2018), pp. 57-76
Persistent link: https://www.econbiz.de/10011781845
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Estimation of cardinality constrained portfolio efficiency via segmented DEA
Zhou, Zhongbao; Jin, Qianying; Xiao, Helu; Wu, Qian; … - In: Omega : the international journal of management science 76 (2018), pp. 28-37
Persistent link: https://www.econbiz.de/10011798977
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A novel regret-rejoice cross-efficiency approach for energy stock portfolio optimization
Liu, Yong-Jun; Yang, Guo-Sen - In: Omega : the international journal of management science 126 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10014533728