[HTML][HTML] A survey and analysis of the first 40 years of scholarly literature in DEA: 1978–2016
A Emrouznejad, G Yang - Socio-economic planning sciences, 2018 - Elsevier
In recent years there has been an exponential growth in the number of publications related
to theory and applications of Data Envelopment Analysis (DEA). Charnes, Cooper, and …
to theory and applications of Data Envelopment Analysis (DEA). Charnes, Cooper, and …
DEA performance assessment of mutual funds
The objectives of this paper are manyfold. First we present a comprehensive review of the
literature of DEA models for the performance assessment of mutual funds. Then we discuss …
literature of DEA models for the performance assessment of mutual funds. Then we discuss …
[HTML][HTML] Assessing the performance of exchange traded funds in the energy sector: a hybrid DEA multiobjective linear programming approach
CO Henriques, ME Neves, L Castelão… - Annals of operations …, 2022 - Springer
This paper proposes a two-step approach to build portfolio models. The first step employs
the Data Envelopment Analysis (DEA) to select assets attaining efficient financial …
the Data Envelopment Analysis (DEA) to select assets attaining efficient financial …
Route selection of periodic multimodal transport for logistics company: An optimisation approach
For transporting cargo from an origin to a destination, there are several routes with various
transport modes, but in practice, only one route should be selected. In this regard, one of the …
transport modes, but in practice, only one route should be selected. In this regard, one of the …
[HTML][HTML] Performance of US and European exchange traded funds: a base point-slack-based measure approach
CO Henriques, ME Neves, JA Conceição… - Journal of Risk and …, 2023 - mdpi.com
This study evaluates the performance of United States (US) and European Exchange
Traded Funds (ETFs) using the non-oriented version of the base point-slack-based measure …
Traded Funds (ETFs) using the non-oriented version of the base point-slack-based measure …
Performance dos Exchange Trated Funds do Setor Energético dos EUA
LMF Castelão - 2019 - comum.rcaap.pt
A seleção de portfólios eficientes pressupõe a adoção de processos de tomada de decisão
assentes em abordagens multiobjetivo. Neste âmbito, Markowitz (1952) foi o precursor da …
assentes em abordagens multiobjetivo. Neste âmbito, Markowitz (1952) foi o precursor da …