Portfolio selection under DEA-based relative financial strength indicators: Case of US industries

Journal of the Operational Research Society

Volumn 59, Issue 6, 2008, Pages 842-856

  Edirisinghe, N C P ^a   Zhang, X ^a  

^a UNIVERSITY OF TENNESSEE   (United States)

Author keywords

Data envelopment analysis; Fundamental analysis of financial statements; Portfolio selection and optimization; Relative financial strength

Indexed keywords

DATA ENVELOPMENT ANALYSIS; INVESTMENTS; OPTIMIZATION;

FINANCIAL STATEMENTS; PORTFOLIO SELECTION; STOCK PRICE;

INDUSTRIAL ECONOMICS;

EID: 43149089570     PISSN: 01605682     EISSN: 14769360     Source Type: Journal    
DOI: 10.1057/palgrave.jors.2602442     Document Type: Article

References (29)