Use of DEA cross-efficiency evaluation in portfolio selection: an application to Korean stock market
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Publication:299916
DOI10.1016/j.ejor.2013.12.002zbMath1338.91132OpenAlexW1980043390MaRDI QIDQ299916
Kwang Wuk Oh, Joe Zhu, Sungmook Lim
Publication date: 23 June 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2013.12.002
Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08) Portfolio theory (91G10)
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Cites Work
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- Preference voting and project ranking using DEA and cross-evaluation
- Enhancement of equity portfolio performance using data envelopment analysis
- Ranking Intervals and Dominance Relations for Ratio-Based Efficiency Analysis
- Efficient Resource Allocation via Efficiency Bootstraps: An Application to R&D Project Budgeting
- A Methodology for Collective Evaluation and Selection of Industrial R&D Projects
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- A Procedure for Ranking Efficient Units in Data Envelopment Analysis
- Efficiency and Cross-efficiency in DEA: Derivations, Meanings and Uses
- Relationships between Data Envelopment Analysis and Multicriteria Decision Analysis
- Portfolio selection under DEA-based relative financial strength indicators: case of US industries
- Variables With Negative Values In Dea
- Undesiderable outputs in efficiency valuations
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