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pro vyhledávání: '"Mahshid Goodarzi"'
Publikováno v:
مدیریت صنعتی, Vol 8, Iss 4, Pp 685-706 (2017)
Portfolio optimization problem is one of the most important investment problems. Most of the mathematical models, presented for solving this problem are based on historical returns of stocks. Utilizing cross efficiencies, calculated by data envelopme
Externí odkaz:
https://doaj.org/article/29d3e13a53b74276863d38987139c9c4