Enhancement of equity portfolio performance using data envelopment analysis
type: Item
instance of: scholarly article
title: Enhancement of equity portfolio performance using data envelopment analysis
zbMATH Open document ID: 1253.91137
author: Eero Pätäri
author: Timo Leivo
author: Samuli Honkapuro
published in: European Journal of Operational Research
publication date: 2012-12-29T00:00:00Z
Mathematics Subject Classification ID: 91B76
Mathematics Subject Classification ID: 90C08
zbMATH DE Number: 6119409
zbMATH Keywords: data envelopment analysis (DEA)
zbMATH Keywords: investment analysis
zbMATH Keywords: portfolio performance
zbMATH Keywords: value investing
zbMATH Keywords: momentum investing
zbMATH Keywords: performance measurement
MaRDI profile type: Publication
full work available at URL: j.ejor.2012.02.006
OpenAlex ID: W2073489444
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DOI: 10.1016/J.EJOR.2012.02.006
description: scientific article; zbMATH DE number 6119409