Portfolio optimization with asset preselection using data envelopment analysis
Mohammad Mehdi Hosseinzadeh, Sergio Ortobelli Lozza, Farhad Hosseinzadeh Lotfi, Vittorio Moriggia
| Year of publication: |
2023
|
|---|---|
| Authors: | Hosseinzadeh, Mohammad Mehdi ; Ortobelli Lozza, Sergio ; Lotfi, Farhad Hosseinzadeh ; Moriggia, Vittorio |
| Published in: |
Central European journal of operations research. - Heidelberg : Physica-Verl., ISSN 1613-9178, ZDB-ID 2093829-9. - Vol. 31.2023, 1, p. 287-310
|
| Subject: | Asset performance criteria | Data envelopment analysis | Efficiency | Portfolio theory | Portfolio-Management | Portfolio selection | Data-Envelopment-Analyse | Theorie | Theory | Effizienz |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10100-022-00808-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013536131