Input/output selection in DEA under expert information, with application to financial markets
DOI10.1016/j.ejor.2010.06.027zbMath1206.91019OpenAlexW2140456526MaRDI QIDQ613500
X. Zhang, N. Chanaka P. Edirisinghe
Publication date: 20 December 2010
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2010.06.027
data envelopment analysisportfolio selectionfundamental investment analysisvalue of expert information
Applications of statistics to economics (62P20) Decision theory (91B06) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08)
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Cites Work
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