Construction of Equity Portfolio on the Basis of Data Envelopment Analysis Approach.
Tatyana ArshinovaPublished in: Sci. J. Riga Tech. Univ. Ser. Comput. Sci. (2011)
Keyphrases
- data envelopment analysis
- efficient frontier
- linear programming
- multiple objective linear programming
- input output
- multiple objective programming
- multi criteria
- multi period
- dea models
- internet banking
- dea model
- neural network
- portfolio selection
- goal programming
- multiple criteria
- linear program
- multi objective
- data analysis
- similarity measure
- machine learning
- data mining