Portfolio selection under DEA-based relative financial strength indicators: case of US industries

DOI10.1057/palgrave.jors.2602442zbMath1153.90454OpenAlexW1972016304MaRDI QIDQ5387423

X. Zhang, N. Chanaka P. Edirisinghe

Publication date: 9 May 2008

Published in: Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1057/palgrave.jors.2602442

zbMATH Keywords

data envelopment analysisfundamental analysis of financial statementsportfolio selection and optimizationrelative financial strength

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Portfolio theory (91G10)

Related Items (7)

A new integrated DEA model for finding most BCC-efficient DMU ⋮ Use of DEA cross-efficiency evaluation in portfolio selection: an application to Korean stock market ⋮ Enhancement of equity portfolio performance using data envelopment analysis ⋮ Input/output selection in DEA under expert information, with application to financial markets ⋮ Reprint: Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic ⋮ Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic ⋮ A new ranking method to fuzzy data envelopment analysis

This page was built for publication: Portfolio selection under DEA-based relative financial strength indicators: case of US industries