Portfolio optimization with asset preselection using data envelopment analysis
Year of publication: |
2023
|
---|---|
Authors: | Hosseinzadeh, Mohammad Mehdi ; Ortobelli Lozza, Sergio ; Lotfi, Farhad Hosseinzadeh ; Moriggia, Vittorio |
Published in: |
Central European journal of operations research. - Heidelberg : Physica-Verl., ISSN 1613-9178, ZDB-ID 2093829-9. - Vol. 31.2023, 1, p. 287-310
|
Subject: | Asset performance criteria | Data envelopment analysis | Efficiency | Portfolio theory | Portfolio-Management | Portfolio selection | Theorie | Theory | Data-Envelopment-Analyse |
-
Zeng, Ximei, (2022)
-
The relative efficiency of investment management of life insurers and takaful operators
Yakob, Rubayah, (2015)
-
Data envelopment analysis and multifactor asset pricing models
Solórzano-Taborga, Pablo, (2020)
- More ...
-
A conservative discontinuous target volatility strategy
Cirelli, Simone, (2017)
-
Mathematical finance with applications
Wong, Wing Keung, (2020)
-
Price and market risk reduction for bond portfolio selection in BRICS markets
Ortobelli Lozza, Sergio, (2018)
- More ...