Search Results - subject:"Diversification model"

Performance evaluation of portfolios with fuzzy returns

Zhou, Zhongbao; Chen, Enming; Xiao, Helu; Ren, Tiantian; … - In: RAIRO / Operations research 53 (2019) 5, pp. 1581-1600

Persistent link: https://www.econbiz.de/10012146030

О НЕКОТОРЫХ МЕТОДАХ МАТЕМАТИЧЕСКОГО АНАЛИЗА ВЛИЯНИЯ ЛИБЕРАЛИЗАЦИИ ГАЗОВЫХ РЫНКОВ НА ДОХОДНОСТЬ ЭКСПОРТА РОССИЙСКОГО ГАЗА В ЕВРОПУ

ВЛАДИМИРОВИЧ, САВИЦКИЙ ЕВГЕНИЙ - In: Бизнес Информ (2012) 3, pp. 92-94

Представлен сравнительный анализ математических моделей, позволяющих прогнозировать экономические эффекты либерализации газовых рынков. Обоснована...

Persistent link: https://www.econbiz.de/10011215801

Estimation of portfolio efficiency via DEA

Liu, Wenbin; Zhou, Zhongbao; Liu, Debin; Xiao, Helu - In: Omega 52 (2015) C, pp. 107-118

Traditional DEA models and nonlinear (diversification) DEA models are often used in performance evaluation of portfolios. However, the diversification models are usually very complicated to compute except the very basic models. And the classic DEA models still need to be further justified and...

Persistent link: https://www.econbiz.de/10011190631

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