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~isPartOf:"Omega : the international journal of management science"
~language:"eng"
~person:"Xiao, Helu"
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Portfolio selection
5
Portfolio-Management
5
Data envelopment analysis
4
Data-Envelopment-Analyse
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Theorie
3
Theory
3
Portfolio efficiency
2
Technical efficiency
2
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Cardinality constrained portfolio selection
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DEA
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Data Mining
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Data quality
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Development theory
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Diversification-consistent DEA
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Efficiency
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Efficient portfolio frontier
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Effizienz
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Entwicklungstheorie
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Estimation theory
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Free disposal hull
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Mean-variance criterion
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Non-increasing returns to scale
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Out-of-sample test
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Xiao, Helu
Sawik, Tadeusz
9
Lev, Benjamin
8
Cheng, T. C. E.
7
Ivanov, Dmitry
7
Wang, Shouyang
7
Wu, Desheng Dash
7
Barbosa-Póvoa, Ana Paula
6
Li, Xiangyong
6
Liang, Liang
6
Liu, Wenbin
6
Vanhoucke, Mario
6
Zhang, Jianxiong
6
Chen, Jing
5
Choi, Tsan-Ming
5
Dolgui, Alexandre
5
Figueira, José Rui
5
Kadziński, Miłosz
5
Kao, Chiang
5
Wang, Haiyan
5
Xu, Jiayan
5
Yang, Lixing
5
Zhou, Xiaoyang
5
Zhou, Zhongbao
5
Amorim, Pedro
4
Cannella, Salvatore
4
Chen, Xu
4
Deng, Sijing
4
Dominguez, Roberto
4
Durbach, Ian N.
4
Fagerholt, Kjetil
4
Framinan, Jose M.
4
Govindan, Kannan
4
Greco, Salvatore
4
Jacobson, Sheldon H.
4
Laporte, Gilbert
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Olsen, Tava Lennon
4
Saldanha-da-Gama, Francisco
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Stewart, Theodor J.
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Teunter, Ruud H.
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Omega : the international journal of management science
INFOR : information systems and operational research
2
European journal of operational research : EJOR
1
Insurance / Mathematics & economics
1
Journal of management science and engineering
1
RAIRO / Operations research
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ECONIS (ZBW)
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1
Estimation of portfolio efficiency in nonconvex settings : a free disposal hull estimator with non-increasing returns to scale
Xiao, Helu
;
Zhou, Zhongbao
;
Ren, Teng
;
Liu, Wenbin
- In:
Omega : the international journal of management science
111
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013271740
Saved in:
2
Parameter uncertainty in estimation of portfolio efficiency : evidence from an interval diversification-consistent DEA approach
Xiao, Helu
;
Ren, Tiantian
;
Zhou, Zhongbao
;
Liu, Wenbin
- In:
Omega : the international journal of management science
103
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012581724
Saved in:
3
Big data and portfolio optimization : a novel approach integrating DEA with multiple data sources
Zhou, Zhongbao
;
Gao, Meng
;
Xiao, Helu
;
Wang, Rui
;
Liu, …
- In:
Omega : the international journal of management science
104
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012648558
Saved in:
4
Estimation of cardinality constrained portfolio efficiency via segmented DEA
Zhou, Zhongbao
;
Jin, Qianying
;
Xiao, Helu
;
Wu, Qian
; …
- In:
Omega : the international journal of management science
76
(
2018
),
pp. 28-37
Persistent link: https://www.econbiz.de/10011798977
Saved in:
5
Estimation of portfolio efficiency via DEA
Liu, Wenbin
;
Zhou, Zhongbao
;
Liu, Debin
;
Xiao, Helu
- In:
Omega : the international journal of management science
52
(
2015
),
pp. 107-118
Persistent link: https://www.econbiz.de/10010485943
Saved in:
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