A Data Envelopment Analysis Approach to Portfolio Selection: An Application to the Blue Chip Stocks in the Philippine Stock Exchange (2010-2019)
There has been a growing interest in the application of data envelopment analysis (DEA) as a nonparametric approach in portfolio optimization due to its flexibility in overcoming the limitations of the conventional mean-variance portfolio (MVP) model. Therefore, this study aims to validate the alloc...
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| Main Authors: | , , , , |
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| Format: | text |
| Published: |
Animo Repository
2021
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| Subjects: | |
| Online Access: | https://animorepository.dlsu.edu.ph/res_aki/15 https://animorepository.dlsu.edu.ph/cgi/viewcontent.cgi?article=1010&context=res_aki |
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| Institution: | De La Salle University |