Dynamic network DEA approach with diversification to multi-period performance evaluation of funds
Ruiyue Lin, Zhiping Chen, Qianhui Hu, Zongxin Li
| Year of publication: |
July 2017
|
|---|---|
| Authors: | Lin, Ruiyue ; Chen, Zhiping ; Hu, Qianhui ; Li, Zongxin |
| Published in: |
OR spectrum : quantitative approaches in management. - Berlin : Springer, ISSN 0171-6468, ZDB-ID 2073885-7. - Vol. 39.2017, 3, p. 821-860
|
| Subject: | Data envelopment analysis | Network | Multi-period | Risk diversification | Directional distance function | Data-Envelopment-Analyse | Diversifikation | Diversification | Theorie | Theory | Portfolio-Management | Portfolio selection | Technische Effizienz | Technical efficiency |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00291-017-0475-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011707238