Estimation of portfolio efficiency via stochastic DEA

DOI10.1051/RO/2022114zbMath1497.90079OpenAlexW4283730175MaRDI QIDQ5104611

Xin Liu, TianTian Ren, Zhongbao Zhou, Helu Xiao

Publication date: 15 September 2022

Published in: RAIRO - Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/ro/2022114

zbMATH Keywords

data envelopment analysisportfolio efficiencychance-constrained theorymean-standard deviation criterion

Mathematics Subject Classification ID

Nonlinear programming (90C30) Linear programming (90C05) Management decision making, including multiple objectives (90B50) Production models (90B30)

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