Enhancement of equity portfolio performance using data envelopment analysis.
Eero PätäriTimo LeivoSamuli HonkapuroPublished in: Eur. J. Oper. Res. (2012)
Keyphrases
- data envelopment analysis
- efficient frontier
- input output
- multiple objective linear programming
- multi criteria
- linear programming
- dea models
- multi period
- image enhancement
- multiple objective programming
- decision making
- image processing
- stock market
- decision makers
- dea model
- multiple criteria
- dynamic programming
- portfolio selection
- portfolio optimization
- special case
- bayesian networks
- real time