Concepedia

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

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

International Journal of Fuzzy Systems · 2020 · 38 citations · 36 references

DOI

Concepts

References

36

Fuzzy sets

L. A. Zadeh · Information and Control · 1965 · 66.1K citations

Measuring the efficiency of decision making units

A. Charnes, W. W. Cooper, Edwardo L. Rhodes · European Journal of Operational Research · 1978 · 28.7K citations · Full text

, , +10

Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis

Rajiv D. Banker, A. Charnes, W. W. Cooper · Management Science · 1984 · 16.6K citations

, , +10

Optimization of conditional value-at-risk

R. T. Rockafellar, Stan Uryasev · The Journal of Risk · 2000 · 6.5K citations

, , +17

Mutual Fund Performance

William F. Sharpe · The Journal of Business · 1966 · 3.8K citations

, , +17