Improving DEA cross-efficiency optimization in portfolio selection.

Gholam R. Amin Mohaddeseh Hajjami

Published in: Expert Syst. Appl. (2021)

Keyphrases

portfolio selection
robust optimization
portfolio optimization
multiple objectives
multistage stochastic
dea model
computational complexity
optimization problems
data envelopment analysis
portfolio management
search space
stock market
financial markets
decision support system
combinatorial optimization