Use of DEA cross-efficiency evaluation in portfolio selection: An application to Korean stock market
Year of publication: |
2014
|
---|---|
Authors: | Lim, Sungmook ; Oh, Kwang Wuk ; Zhu, Joe |
Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 236.2014, 1, p. 361-368
|
Publisher: |
Elsevier |
Subject: | Data envelopment analysis (DEA) | Cross-efficiency | Portfolio selection | Stock market |
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