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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
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Two-stage DEA models with undesirable input-intermediate-outputs
Liu, Wenbin; Zhou, Zhongbao; Ma, Chaoqun; Liu, Debin; … - In: Omega : the international journal of management science 56 (2015), pp. 74-87
Persistent link: https://www.econbiz.de/10011339740
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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
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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
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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
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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