Portfolio optimization with asset preselection using data envelopment analysis

DOI10.1007/s10100-022-00808-2MaRDI QIDQ6100687

Farhad Hosseinzadeh Lotfi, Vittorio Moriggia, Mohammad Mehdi Hosseinzadeh, Sergio Ortobelli Lozza

Publication date: 22 June 2023

Published in: CEJOR. Central European Journal of Operations Research (Search for Journal in Brave)

zbMATH Keywords

efficiencydata envelopment analysisportfolio theoryasset performance criteria

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Cites Work

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