مرکز منطقه ای اطلاع رساني علوم و فناوري - Generalized DEA model of fundamental analysis and its application to portfolio optimization

Title of article :

Generalized DEA model of fundamental analysis and its application to portfolio optimization

Author/Authors :

N.C.P. Edirisinghe، نويسنده , , X. Zhang، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

3311

To page :

3335

Keywords :

Portfolio optimization , Fundamental analysis , Relative financial strength , Data envelopment analysis

Journal title :

Journal of Banking and Finance

Serial Year :

2007

Journal title :

Journal of Banking and Finance

Record number :

194129

Link To Document :