Nested dynamic network data envelopment analysis models with infinitely many decision making units for portfolio evaluation

Portfolio performance evaluation is a major data envelopment analysis (DEA) application in the finance field. Most proposed DEA approaches focus on single-period portfolio performance assessment based on aggregated historical data. However, such an evaluation setting may result in the loss of valuab...

Descripción completa

Detalles Bibliográficos
Autores principales: Chang, Tsung-Sheng, Tone, Kaoru, Wu, Chen-Hui
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2021
Materias:
Decision Support
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7534632/
https://www.ncbi.nlm.nih.gov/pubmed/33041472
http://dx.doi.org/10.1016/j.ejor.2020.09.044

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7534632/
https://www.ncbi.nlm.nih.gov/pubmed/33041472
http://dx.doi.org/10.1016/j.ejor.2020.09.044

Ejemplares similares