Big data and portfolio optimization : a novel approach integrating DEA with multiple data sources
Zhongbao Zhou, Meng Gao, Helu Xiao, Rui Wang, Wenbin Liu
| Year of publication: |
2021
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|---|---|
| Authors: | Zhou, Zhongbao ; Gao, Meng ; Xiao, Helu ; Wang, Rui ; Liu, Wenbin |
| Published in: |
Omega : the international journal of management science. - Oxford [u.a.] : Elsevier, ISSN 0305-0483, ZDB-ID 124502-8. - Vol. 104.2021, p. 1-16
|
| Subject: | Data envelopment analysis | Multiple data sources | Out-of-sample test | Portfolio selection | Support vector machine | Portfolio-Management | Data-Envelopment-Analyse | Big Data | Big data | Theorie | Theory | Mustererkennung | Pattern recognition |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.omega.2021.102479 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012648558