Efficiency evaluation of fuzzy portfolio in different risk measures via DEA
Wei Chen, Yuxi Gai, Pankaj Gupta
| Year of publication: |
[2018]
|
|---|---|
| Authors: | Chen, Wei ; Gai, Yuxi ; Gupta, Pankaj |
| Published in: |
Recent advances in optimization theory and applications. - New York, NY, USA : Springer. - 2018, p. 103-127
|
| Subject: | Data-Envelopment-Analyse | Data envelopment analysis | Portfolio-Management | Portfolio selection | Fuzzy-Set-Theorie | Fuzzy sets | Messung | Measurement | Risikomaß | Risk measure | Risiko | Risk | Effizienz | Efficiency | Technische Effizienz | Technical efficiency |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section ; Konferenzbeitrag ; Conference paper |
| Language: | English |
| Other identifiers: | 10.1007/s10479-017-2411-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011943426