Portfolio Performance Benchmarking with Data envelopment Analysis.
Philip Y. L. WongStephen C. H. LeungJohn D. GilleardPublished in: Asia Pac. J. Oper. Res. (2013)
Keyphrases
- data envelopment analysis
- efficient frontier
- multiple objective linear programming
- input output
- multi period
- linear programming
- multiple objective programming
- multi criteria
- dea models
- multiple criteria
- linear program
- portfolio selection
- portfolio management
- internet banking
- dea model
- genetic algorithm
- computational complexity
- goal programming
- portfolio optimization
- decision makers
- multi dimensional