A data envelopment analysis approach to portfolio selection: An application to the blue chip stocks in the Philippine Stock Exchange (2010-2019)
Due to the increasing complexity of investor behavior in emerging markets, there has been a growing interest in the application of Data Envelopment Analysis (DEA) as a non-parametric approach in portfolio optimization due to its flexibility in overcoming the limitations of the conventional Mean-Vari...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Animo Repository
2021
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| Subjects: | |
| Online Access: | https://animorepository.dlsu.edu.ph/etdb_econ/17 https://animorepository.dlsu.edu.ph/cgi/viewcontent.cgi?article=1017&context=etdb_econ |
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| Institution: | De La Salle University |
| Language: | English |