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DEA investment strategy in the Brazilian stock market
15 references·1 citing·35 second hop
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References

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  • 1984Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis16,773 cited
  • 2005An Introduction to Efficiency and Productivity Analysis6,922 cited
  • 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case5,199 cited
  • 1975LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING1,941 cited
  • 2003Forecasting Volatility in Financial Markets: A Review1,373 cited
  • 2001Investigating technical and scale efficiencies of Australian Universities through data envelopment analysis591 cited
  • 2008Quantitative Models for Performance Evaluation and Benchmarking479 cited
  • 1967An Empirical Evaluation of Alternative Portfolio-Selection Models275 cited
  • 1999Mutual fund performance appraisals: a multi-horizon perspective with endogenous benchmarking200 cited
  • 2004Hedge fund performance appraisal using data envelopment analysis130 cited
  • 2001Data Envelopment Analysis (DEA)110 cited
  • 2000Using Data Envelopment Analysis to Select Efficient Large Market Cap Securities45 cited
  • 2006Data Envelopment Analysis of Morningstar's Small-Cap Mutual Funds42 cited
  • 2002Data envelopment analysis - DEA and fuzzy sets to assess the performance of academic departments: a case study at Federal University of Santa Catarina - UFSC

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  • 2012Efficiency appraisal and ranking of decision-making units using data envelopment analysis in fuzzy environment: a case study of Tehran stock exchange33 cited