Investment Strategy on the Zagreb Stock Exchange Based on Dynamic DEA

Nowadays, there is a growing interest in the application of quantitative methods in portfolio management, as the results of their application can be used as guidelines for managing a successful investment portfolio, i.e., a portfolio that outperforms the market. This paper deals with the Data Envelo...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής

Κύριος συγγραφέας:	Tihana Škrinjarić
Μορφή:	Artigo
Γλώσσα:	Inglês
Έκδοση:	The Institute of Economics, Zagreb 2014-04-01
Σειρά:	Croatian Economic Survey
Θέματα:	Dynamic Slacks-Based Measure (DSBM); Data Envelopment Analysis (DEA); portfolio; stock market; Zagreb Stock Exchange
Διαθέσιμο Online:	http://hrcak.srce.hr/file/181699
Ετικέτες:	Προσθήκη ετικέτας Δεν υπάρχουν, Καταχωρήστε ετικέτα πρώτοι!