Performance evaluation of portfolios with margin requirements
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Publication:1718776
DOI10.1155/2014/618706zbMath1407.90203OpenAlexW2062690962WikidataQ59066609 ScholiaQ59066609MaRDI QIDQ1718776
Hui Ding, Zhongbao Zhou, Helu Xiao, Chao-Qun Ma, Wen-bin Liu
Publication date: 8 February 2019
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2014/618706
Management decision making, including multiple objectives (90B50) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08)
Related Items (5)
Estimation of fuzzy portfolio efficiency via an improved DEA approach ⋮ Efficiency evaluation of fuzzy portfolio in different risk measures via DEA ⋮ DEA frontier improvement and portfolio rebalancing: an application of China mutual funds on considering sustainability information disclosure ⋮ Performance evaluation of portfolios with fuzzy returns ⋮ Mean-value at risk portfolio efficiency: approaches based on data envelopment analysis models with negative data and their empirical behaviour
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