Enhancement of equity portfolio performance using data envelopment analysis

European Journal of Operational Research

Volumn 220, Issue 3, 2012, Pages 786-797

  Pätäri, Eero ^a   Leivo, Timo ^b   Honkapuro, Samuli ^b  

^a LAPPEENRANTA UNIVERSITY OF TECHNOLOGY   (Finland)

^b LAPPEENRANTA UNIVERSITY OF TECHNOLOGY   (Finland)

Author keywords

Data envelopment analysis (DEA); Investment analysis; Momentum investing; Performance measurement; Portfolio performance; Value investing

Indexed keywords

DATA ENVELOPMENT ANALYSIS (DEA); INVESTMENT ANALYSIS; PERFORMANCE MEASUREMENTS; PORTFOLIO PERFORMANCE; VALUE INVESTING;

EFFICIENCY; FINANCIAL DATA PROCESSING; INVESTMENTS; RISK ASSESSMENT;

DATA ENVELOPMENT ANALYSIS;

EID: 84859767617     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2012.02.006     Document Type: Article

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