Portfolio Selection Using Data Envelopment Analysis
There has been a growing interest in applying data envelopment analysis (DEA) as a non-parametric approach in portfolio optimization due to its flexibility in overcoming the limitations of the conventional mean-variance portfolio (MVP) model. Therefore, this study highlights the use of DEA as a port...
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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/97 https://animorepository.dlsu.edu.ph/context/res_aki/article/1098/viewcontent/Portfolio_Selection_Using_Data_Envelopment_Analysis.pdf |
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| Institution: | De La Salle University |