Estimation of portfolio efficiency in nonconvex settings : a free disposal hull estimator with non-increasing returns to scale
Helu Xiao, Zhongbao Zhou, Teng Ren, Wenbin Liu
| Year of publication: |
2022
|
|---|---|
| Authors: | Xiao, Helu ; Zhou, Zhongbao ; Ren, Teng ; Liu, Wenbin |
| Published in: |
Omega : the international journal of management science. - Oxford [u.a.] : Elsevier, ISSN 0305-0483, ZDB-ID 124502-8. - Vol. 111.2022, p. 1-16
|
| Subject: | Data envelopment analysis | Free disposal hull | Non-increasing returns to scale | Portfolio efficiency | Skalenertrag | Returns to scale | Data-Envelopment-Analyse | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Technische Effizienz | Technical efficiency | Schätztheorie | Estimation theory | 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.2022.102672 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013271740