Assessing Financial Risk Tolerance of Portfolio Investors Using Data Envelopment Analysis.
Parisa Hosseini ArdehaliJoseph C. ParadiMette AsmildPublished in: Int. J. Inf. Technol. Decis. Mak. (2005)
Keyphrases
- data envelopment analysis
- financial risk
- financial markets
- efficient frontier
- portfolio selection
- portfolio management
- online banking
- internet banking
- input output
- investment strategies
- stock market
- multi criteria
- linear programming
- multiple objective programming
- portfolio optimization
- dea models
- stock price
- dea model
- decision making
- risk management
- investment decisions
- information systems
- electronic commerce
- genetic algorithm
- real time