Generalized DEA model of fundamental analysis and its application to portfolio optimization
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Banking & Finance.
Volume (Year): 31 (2007)
Issue (Month): 11 (November)
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Web page: http://www.elsevier.com/locate/jbf
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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"Portfolio Performance Gauging in Discrete Time Using a Luenberger Productivity Indicator,"
2008-ECO-12, IESEG School of Management, revised Oct 2009.
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30951, University Library of Munich, Germany.
- Cheng, Gang & Zervopoulos, Panagiotis & Qian, Zhenhua, 2013. "A variant of radial measure capable of dealing with negative inputs and outputs in data envelopment analysis," European Journal of Operational Research, Elsevier, vol. 225(1), pages 100-105.
- Lim, Sungmook & Oh, Kwang Wuk & Zhu, Joe, 2014. "Use of DEA cross-efficiency evaluation in portfolio selection: An application to Korean stock market," European Journal of Operational Research, Elsevier, vol. 236(1), pages 361-368.
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