Assets performance evaluation with the use of returns distribution characteristics
Purpose: Portfolio optimization is a selection of assets with the lowest risk and highest return. Asset performance evaluation is a useful way to choose assets and construct a profitable portfolio. For this purpose, the non-parametric Data Envelopment Analysis (DEA) method is used, which is a suitab...
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| Main Authors: | , , , , |
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| Format: | Article |
| Language: | fas |
| Published: |
Ayandegan Institute of Higher Education, Tonekabon,
2023-09-01
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| Series: | تصمیم گیری و تحقیق در عملیات |
| Subjects: | |
| Online Access: | https://www.journal-dmor.ir/article_156831_191a22cd24a20b155198751398ef951c.pdf |
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