A novel regret-rejoice cross-efficiency approach for energy stock portfolio optimization
Yong-Jun Liu, Guo-Sen Yang, Wei-Guo Zhang
| Year of publication: |
2024
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|---|---|
| Authors: | Liu, Yong-Jun ; Yang, Guo-Sen ; Zhang, Wei-Guo |
| Published in: |
Omega : the international journal of management science. - Oxford [u.a.] : Elsevier, ISSN 1873-5274, ZDB-ID 1491111-5. - Vol. 126.2024, Art.-No. 103051, p. 1-15
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| Subject: | DEA cross-efficiency | Dynamic performance evaluation | Energy stock portfolio | Real features | Regret theory | Portfolio-Management | Portfolio selection | Data-Envelopment-Analyse | Data envelopment analysis | Entscheidung unter Unsicherheit | Decision under uncertainty | Mathematische Optimierung | Mathematical programming | Energiewirtschaft | Energy sector | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.omega.2024.103051 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014533728