estimating the efficient portfolio in non-radial dea and dea-r models
نویسندگان
چکیده
the portfolio is a perfect combination of stock or assets, which an investor buys them. the objective of the portfolio is to divide the investment risk among several shares. using non-parametric dea and dea-r methods can be of great significance in estimating portfolio. in the present paper, the efficient portfolio is estimated by using non-radial dea and dea-r models. by proposing non-radial models in dea-r when there is ratio data the efficient portfolio is determined. at the end of the study, an applicatory example based on article [2] with non-radial dea and dea-r models has been conducted and results are presented.
منابع مشابه
Estimating the Efficient Portfolio in Non-Radial DEA and DEA-R Models
The portfolio is a perfect combination of stock or assets, which an investor buys them. The objective of the portfolio is to divide the investment risk among several shares. Using non-parametric DEA and DEA-R methods can be of great significance in estimating portfolio. In the present paper, the efficient portfolio is estimated by using non-radial DEA and DEA-R models. By proposing non-radial m...
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عنوان ژورنال:
international journal of data envelopment analysisجلد ۴، شماره ۱، صفحات ۹۲۹-۹۳۸
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