Data Envelopment Analysis and Multifactor Asset Pricing Models
Recent literature shows that market anomalies have significantly diminished, while research on market factors has largely improved the performance of asset pricing models. In this paper we study the extent to which data envelopment analysis (DEA) techniques can help improve the performance of multif...
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| 主要な著者: | , , |
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| フォーマット: | Artigo |
| 言語: | Inglês |
| 出版事項: |
MDPI AG
2020-04-01
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| シリーズ: | International Journal of Financial Studies |
| 主題: | |
| オンライン･アクセス: | https://www.mdpi.com/2227-7072/8/2/24 |
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