Assessing the performance of exchange traded funds in the energy sector: a hybrid DEA multiobjective linear programming approach

This paper proposes a two-step approach to build portfolio models. The first step employs the Data Envelopment Analysis (DEA) to select assets attaining efficient financial performance according to a set of indicators used as inputs and outputs. The second step builds interval multiobjective portfol...

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Detalles Bibliográficos
Autores principales: Henriques, Carla Oliveira, Neves, Maria Elisabete, Castelão, Licínio, Nguyen, Duc Khuong
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2022
Materias:
Original - OR Modeling/Case Study
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8783784/
https://www.ncbi.nlm.nih.gov/pubmed/35095151
http://dx.doi.org/10.1007/s10479-021-04323-6

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8783784/
https://www.ncbi.nlm.nih.gov/pubmed/35095151
http://dx.doi.org/10.1007/s10479-021-04323-6

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