A data envelopment analysis approach to portfolio selection: An application to the blue chip stocks in the Philippine Stock Exchange (2010-2019)

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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書目詳細資料
Main Authors:	Bhagia, Vishal, Chiu, Colleen Monica K.
格式:	text
語言:	English
出版:	Animo Repository 2021
主題:	Investments > Philippines Blue-chip stocks > Philippines Data envelopment analysis Economics
在線閱讀:	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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