Estimation of cardinality constrained portfolio efficiency via segmented DEA
Zhongbao Zhou, Qianying Jin, Helu Xiao, Qian Wu, Wenbin Liu
| Year of publication: |
April 2018
|
|---|---|
| Authors: | Zhou, Zhongbao ; Jin, Qianying ; Xiao, Helu ; Wu, Qian ; Liu, Wenbin |
| Published in: |
Omega : the international journal of management science. - Oxford [u.a.] : Elsevier, ISSN 0305-0483, ZDB-ID 124502-8. - Vol. 76.2018, p. 28-37
|
| Subject: | Data envelopment analysis | Performance evaluation | Cardinality constrained portfolio selection | Data-Envelopment-Analyse | Portfolio-Management | Portfolio selection | Theorie | Theory | Performance-Messung | Performance measurement | Effizienz | Efficiency |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.omega.2017.03.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011798977