Estimation of portfolio efficiency via DEA
Wenbin Liu; Zhongbao Zhou; Debin Liu; Helu Xiao
| Year of publication: |
2014
|
|---|---|
| Authors: | Liu, Wenbin ; Zhou, Zhongbao ; Liu, Debin ; Xiao, Helu |
| Published in: |
Omega : the international journal of management science. - Oxford [u.a.] : Elsevier, ISSN 0305-0483, ZDB-ID 124502-8. - Vol. 52.2015, p. 107-118
|
| Subject: | Portfolio evaluation | Efficient portfolio frontier | Diversification model | DEA | Portfolio-Management | Portfolio selection | Data-Envelopment-Analyse | Data envelopment analysis | Technische Effizienz | Technical efficiency | Theorie | Theory | Effizienz | Efficiency | Diversifikation | Diversification |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010485943