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Stock efficiency evaluation based on multiple risk measures: a DEA-like envelopment approach - MaRDI portal

Stock efficiency evaluation based on multiple risk measures: a DEA-like envelopment approach (Q2674940)

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Stock efficiency evaluation based on multiple risk measures: a DEA-like envelopment approach
scientific article

    Statements

    title
    Stock efficiency evaluation based on multiple risk measures: a DEA-like envelopment approach (English)
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    author
    Jun Li
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    Hengxuan Gao
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    Xi Jin
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    Liang Liang
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    Yong-Jun Li
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    publication date
    14 September 2022
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    zbMATH Keywords
    data envelopment analysis (DEA)
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    multiple risk measures
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    portfolio selection
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    stock efficiency evaluation
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    cites work

    Identifiers

    Mathematics Subject Classification ID
    91G10
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    91G70
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    90C08
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    zbMATH DE Number
    7584957
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    OpenAlex ID
    W4289886704
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