Portfolio optimization by combining data envelopment analysis and decision-making Hurwicz method

Author(s):

Mahshid Goodarzi , Keikhosro Yakideh* , Gholamreza Mahfoozi

Keywords:

Portfolio optimization , Cross Effeciency , Max Max , Max Min , Hurwicz

Language:
Persian
Published:
Journal of Modern Research in Decision Making, Volume:1 Issue: 4, 2017
Pages:
143 to 165
https://magiran.com/p1634573