A two-phase data envelopment analysis model for portfolio selection

DOI10.1155/2012/869128zbMath1254.91713OpenAlexW2062495360WikidataQ58697858 ScholiaQ58697858MaRDI QIDQ1929910

Craig Cammarata, David Lengacher

Publication date: 10 January 2013

Published in: Advances in Decision Sciences (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/2e4717e233e494787f592d4985f50d01660a0a06

zbMATH Keywords

mixed integer programmingsecond-stage DEA model

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Mixed integer programming (90C11) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08) Portfolio theory (91G10)

Related Items (1)

Project portfolio designing using data envelopment analysis and de novo optimisation

Cites Work

• Measuring the efficiency of decision making units
• Information systems project prioritization using data envelopment analysis
• Constructing and evaluating balanced portfolios of R\&D projects with interactions: a DEA based methodology
• A Methodology for Collective Evaluation and Selection of Industrial R&D Projects

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