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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier B.V.
2021
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| Materias: | |
| 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 |