Estimation of portfolio efficiency via DEA

Omega (United Kingdom)

Volumn 52, Issue , 2015, Pages 107-118

  Liu, Wenbin ^a,b   Zhou, Zhongbao ^a   Liu, Debin ^a   Xiao, Helu ^a  

^a HUNAN UNIVERSITY   (China)

^b UNIVERSITY OF KENT   (United Kingdom)

Author keywords

DEA; Diversification model; Efficient portfolio frontier; Portfolio evaluation

Indexed keywords

DEA; DEA MODELS; DIVERSIFICATION MODEL; EFFICIENT PORTFOLIO; EFFICIENT PORTFOLIO FRONTIER; INPUT AND OUTPUTS; PERFORMANCE ASSESSMENT; PERFORMANCES EVALUATION; PORTFOLIO EVALUATION; THEORETICAL FOUNDATIONS;

EFFICIENCY;

EID: 84912002826     PISSN: 03050483     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.omega.2014.11.006     Document Type: Article

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