Assessing the performance of exchange traded funds in the energy sector: a hybrid DEA multiobjective linear programming approach

This paper proposes a two-step approach to build portfolio models. The first step employs the Data Envelopment Analysis (DEA) to select assets attaining efficient financial performance according to a set of indicators used as inputs and outputs. The second step builds interval multiobjective portfol...

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Vydáno v:	Annals of operations research Ročník 313; číslo 1; s. 341 - 366
Hlavní autoři:	Henriques, Carla Oliveira, Neves, Maria Elisabete, Castelão, Licínio, Nguyen, Duc Khuong
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	New York Springer US 01.06.2022 Springer Springer Nature B.V
Témata:	Analysis Business and Management Combinatorics Data envelopment analysis Economic aspects Energy industry Exchange traded funds Linear programming Literature reviews Mathematical programming Methods Multiple objective analysis Natural gas industry Nuclear energy Nuclear reactors Operations research Operations Research/Decision Theory Optimization Original - OR Modeling/Case Study Portfolio management Theory of Computation Portugal Energy sector DEA ETF Multi-objective portfolio models
ISSN:	0254-5330, 1572-9338
On-line přístup:	Získat plný text
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