Cross-efficiency aggregation by ordered visibility graph averaging : method, and application in portfolio selection
Reenu Kumari, Abha Aggarwal and Anjana Gupta
| Year of publication: |
2025
|
|---|---|
| Authors: | Kumari, Reenu ; Aggarwal, Abha ; Gupta, Anjana |
| Published in: |
IMA journal of management mathematics. - Oxford : Univ. Press, ISSN 1471-6798, ZDB-ID 2045093-X. - Vol. 36.2025, 1, p. 83-110
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| Subject: | data envelopment analysis | decision making units | aggregation method | portfolio optimization | Portfolio-Management | Portfolio selection | Data-Envelopment-Analyse | Data envelopment analysis | Theorie | Theory | Aggregation | Entscheidung | Decision | Mathematische Optimierung | Mathematical programming |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/imaman/dpae012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015333129