Stochastic Programming DEA Model of Fundamental Analysis of Public Firms for Portfolio Selection

DOI10.1007/978-3-642-29210-1_86zbMATH Open1306.90105OpenAlexW171375162MaRDI QIDQ5176367

N. Chanaka P. Edirisinghe

Publication date: 3 March 2015

Published in: Operations Research Proceedings (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-29210-1_86

Mathematics Subject Classification ID

Stochastic programming (90C15) Portfolio theory (91G10)

Related Items (1)

Gangless cross-evaluation in DEA: an application to stock selection

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