Stock efficiency evaluation based on multiple risk measures: a DEA-like envelopment approach
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Publication:2674940
DOI10.1007/s11424-022-0034-yzbMath1497.91280OpenAlexW4289886704MaRDI QIDQ2674940
Liang Liang, Hengxuan Gao, Xi Jin, Jun Li, Yong-Jun Li
Publication date: 14 September 2022
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11424-022-0034-y
Statistical methods; risk measures (91G70) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08) Portfolio theory (91G10)
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