Portfolio formation based on risk-adjusted performance and distribution-based returns using data envelopment analysis
Purpose: This research aims to construct a portfolio based on risk-adjusted performance and distribution-based returns and determine the efficiency using the Data Envelopment Analysis (DEA) approach. In this study, the role of return distribution in the efficiency of risky assets is also examined to...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | fas |
| Published: |
Ayandegan Institute of Higher Education, Tonekabon,
2024-08-01
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| Series: | تصمیم گیری و تحقیق در عملیات |
| Subjects: | |
| Online Access: | https://www.journal-dmor.ir/article_189301_43a18f398ee5e972042b743f8cba5abb.pdf |
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