Dynamic network DEA approach with diversification to multi-period performance evaluation of funds
Year of publication: |
July 2017
|
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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 |
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