Two-stage asset allocation with data envelopment analysis : the case of emerging markets
Year of publication: |
2020
|
---|---|
Authors: | Miralles-Quirós, José Luis ; Miralles-Quirós, María del Mar ; Nogueira, José Manuel Freire |
Published in: |
Finance a úvěr. - Praha : Datakonekt, ISSN 0015-1920, ZDB-ID 860318-2. - Vol. 70.2020, 5, p. 386-406
|
Subject: | Data Envelopment Analysis | emerging markets | exchange-traded funds | portfolio optimization | performance | Schwellenländer | Emerging economies | Portfolio-Management | Portfolio selection | Data-Envelopment-Analyse | Data envelopment analysis | Investmentfonds | Investment Fund | Performance-Messung | Performance measurement |
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