Wei Chen, Yuxi Gai, Pankaj Gupta. Efficiency evaluation of fuzzy portfolio in different risk measures via DEA. Annals OR, 269(1-2):103-127, 2018. [doi]
@article{ChenGG18-3, title = {Efficiency evaluation of fuzzy portfolio in different risk measures via DEA}, author = {Wei Chen and Yuxi Gai and Pankaj Gupta}, year = {2018}, doi = {10.1007/s10479-017-2411-9}, url = {https://doi.org/10.1007/s10479-017-2411-9}, researchr = {https://researchr.org/publication/ChenGG18-3}, cites = {0}, citedby = {0}, journal = {Annals OR}, volume = {269}, number = {1-2}, pages = {103-127}, }