Use of DEA cross-efficiency evaluation in portfolio selection: An application to Korean stock market

European Journal of Operational Research

Volumn 236, Issue 1, 2014, Pages 361-368

  Lim, Sungmook ^a   Oh, Kwang Wuk ^a   Zhu, Joe ^b  

^a Korea University   (South Korea)

^b WORCESTER POLYTECHNIC INSTITUTE   (United States)

Author keywords

Cross efficiency; Data envelopment analysis (DEA); Portfolio selection; Stock market

Indexed keywords

BENCHMARK PORTFOLIOS; CROSS-EFFICIENCY; CROSS-EFFICIENCY EVALUATION; EVALUATION CRITERIA; KOREAN STOCK MARKET; PORTFOLIO SELECTION; STOCK MARKET; STOCK PORTFOLIO SELECTIONS;

COMMERCE; DATA ENVELOPMENT ANALYSIS; FINANCE; MULTIVARIABLE CONTROL SYSTEMS;

EFFICIENCY;

EID: 84900629381     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2013.12.002     Document Type: Article

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