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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...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer US
2022
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| Materias: | |
| 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 |