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Portfolio selection under DEA-based relative financial strength indicators: case of US industries.

N. Chanaka P. EdirisingheX. Zhang
Published in: J. Oper. Res. Soc. (2008)
Keyphrases
  • portfolio selection
  • portfolio optimization
  • financial markets
  • portfolio management
  • multistage stochastic
  • optimal portfolio
  • data envelopment analysis
  • decision making
  • stock price
  • non stationary