Work

A Credibilistic Fuzzy DEA Approach for Portfolio Efficiency Evaluation and Rebalancing Toward Benchmark Portfolios Using Positive and Negative Returns

Year: 2020

Type: article

Source: International Journal of Fuzzy Systems

DOI: 10.1007/s40815-020-00801-4

Authors: Pankaj Gupta, Mukesh Kumar Mehlawat, Arun Kumar, Sanjay Yadav, Abha Aggarwal

Institutions: University of Delhi, Guru Gobind Singh Indraprastha University

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3008563245

FWCI: 3.658

Cites: 42

Cited by: 38

Related to: 10