Estimation of portfolio efficiency via DEA

2014/11/20 by Wenbin Liu, Zhongbao Zhou, Debin Liu +1 · 2 citations
Decision Sciences · Economics, Econometrics and Finance · #Efficiency Analysis Using DEA #Housing Market and Economics #Monetary Policy and Economic Impact

paper · doi:10.1016/j.omega.2014.11.006

openalex publication_date 2014/11/20 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/23

Citations

• Measuring the efficiency of decision making units
• Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis
• The Measurement of Productive Efficiency
• A slacks-based measure of efficiency in data envelopment analysis
• Mutual Fund Performance

Cited by

• Big data and portfolio optimization: A novel approach integrating DEA with multiple data sources
• Portfolio analysis with DEA: Prior to choosing a model