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周忠宝, 金倩颖, 曾喜梅, 吴乾, 刘文斌. 存在基数约束的投资组合效率评价方法

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Title of Paper:周忠宝, 金倩颖, 曾喜梅, 吴乾, 刘文斌. 存在基数约束的投资组合效率评价方法

Journal:中国管理科学

Key Words:投资组合效率;基数约束;有效前沿面;分段点搜索方法;数据包络分析;

Indexed by:Journal paper

Document Code:10.16381/j.cnki.issn1003-207x.2017.02.019

Volume:25

Issue:02

Page Number:174-179

Translation or Not:no

Date of Publication:2017-01-01

Pre One:Z. Zhou, Q. Jin, H. Xiao, Q. Wu, W. Liu. Estimation of cardinality constrained portfolio efficiency via segmented DEA