Efficiency evaluation of assets and optimal portfolio generation by cross efficiency and cumulative prospect theory
Sweksha Srivastava, Abha Aggarwal, Pooja Bansal
| Year of publication: |
2024
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|---|---|
| Authors: | Srivastava, Sweksha ; Aggarwal, Abha ; Bansal, Pooja |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 63.2024, 1, p. 129-158
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| Subject: | Cross efficiency | Cumulative prospect theory | Data envelopment analysis | Portfolio selection | Quadratic value function | Utility function | Portfolio-Management | Prospect Theory | Prospect theory | Data-Envelopment-Analyse | Nutzenfunktion | Effizienz | Efficiency |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-022-10334-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014472012