Equity portfolio optimization: A DEA based methodology applied to the Zagreb Stock Exchange

DOI10.17535/CRORR.2015.0031zbMath1357.91039OpenAlexW1880224710MaRDI QIDQ2966460

Margareta Gardijan, Tihana Škrinjarić

Publication date: 7 March 2017

Published in: Croatian Operational Research Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.17535/crorr.2015.0031

zbMATH Keywords

optimizationDEAportfolio selectionwindow analysisfinancial ratios

Mathematics Subject Classification ID

Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08) Financial applications of other theories (91G80) Portfolio theory (91G10)

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