Parameter uncertainty in estimation of portfolio efficiency : evidence from an interval diversification-consistent DEA approach
Helu Xiao, Tiantian Ren, Zhongbao Zhou, Wenbin Liu
| Year of publication: |
2021
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|---|---|
| Authors: | Xiao, Helu ; Ren, Tiantian ; Zhou, Zhongbao ; Liu, Wenbin |
| Published in: |
Omega : the international journal of management science. - Oxford [u.a.] : Elsevier, ISSN 0305-0483, ZDB-ID 124502-8. - Vol. 103.2021, p. 1-25
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| Subject: | Data envelopment analysis | Diversification-consistent DEA | Mean-variance criterion | Parameter uncertainty | Portfolio efficiency | Data-Envelopment-Analyse | Portfolio-Management | Portfolio selection | Technische Effizienz | Technical efficiency | Schätztheorie | Estimation theory | Effizienz | Efficiency | Risiko | Risk | Schätzung | Estimation | Bootstrap-Verfahren | Bootstrap approach |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.omega.2020.102357 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012581724