Efficiency of well-diversified portfolios : evidence from data envelopment analysis
Hyung-Suk Choi, Daiki Min
| Year of publication: |
December 2017
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|---|---|
| Authors: | Choi, Hyung-Suk ; Min, Daiki |
| Published in: |
Omega : the international journal of management science. - Oxford [u.a.] : Elsevier, ISSN 0305-0483, ZDB-ID 124502-8. - Vol. 73.2017, p. 104-113
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| Subject: | Diversification | Performance measure | Efficiency | DEA | ETF | Data-Envelopment-Analyse | Data envelopment analysis | Technische Effizienz | Technical efficiency | Effizienz | Portfolio-Management | Portfolio selection | Performance-Messung | Performance measurement | Diversifikation | Indexderivat | Index derivative | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.omega.2016.12.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011779325