Estimation of fuzzy portfolio efficiency via an improved DEA approach
Helu Xiao, Tiantian Ren and Teng Ren
| Year of publication: |
2020
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| Authors: | Xiao, Helu ; Ren, Tiantian ; Ren, Teng |
| Published in: |
INFOR : information systems and operational research. - Abingdon : Taylor & Francis Group, ISSN 1916-0615, ZDB-ID 1468358-1. - Vol. 58.2020, 3, p. 478-510
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| Subject: | Data envelopment analysis | Diversification DEA model | Fuzzy portfolio evaluation | Improved DEA frontier | Improved DEA model | Data-Envelopment-Analyse | Fuzzy-Set-Theorie | Fuzzy sets | Portfolio-Management | Portfolio selection | Technische Effizienz | Technical efficiency | Diversifikation | Diversification | Performance-Messung | Performance measurement |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03155986.2020.1734904 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012253800