Parameter uncertainty in estimation of portfolio efficiency: Evidence from an interval diversification-consistent DEA approach

Helu Xiao, Tiantian Ren, Zhongbao Zhou, Wenbin Liu

Open source

DOI
10.1016/j.omega.2020.102357
Published
2021-09
Container
Omega
Publisher
Not recorded
Open access
no

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BibTeX

@article{allodium:10.1016/j.omega.2020.102357,
  title = {Parameter uncertainty in estimation of portfolio efficiency: Evidence from an interval diversification-consistent DEA approach},
  author = {Helu Xiao and Tiantian Ren and Zhongbao Zhou and Wenbin Liu},
  year = {2021},
  journal = {Omega},
  doi = {10.1016/j.omega.2020.102357},
  url = {https://doi.org/10.1016/j.omega.2020.102357}
}

RIS

TY  - JOUR
TI  - Parameter uncertainty in estimation of portfolio efficiency: Evidence from an interval diversification-consistent DEA approach
AU  - Helu Xiao
AU  - Tiantian Ren
AU  - Zhongbao Zhou
AU  - Wenbin Liu
PY  - 2021
JO  - Omega
DO  - 10.1016/j.omega.2020.102357
UR  - https://doi.org/10.1016/j.omega.2020.102357
ER  - 

APA

Xiao, H., Ren, T., Zhou, Z., & Liu, W. (2021). Parameter uncertainty in estimation of portfolio efficiency: Evidence from an interval diversification-consistent DEA approach. Omega. https://doi.org/10.1016/j.omega.2020.102357

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