A DEA-CCR Model Application in Clustered Stocks Portfolio with Technical Investment Strategies and Mean-Variance Model

Maricar M. Navarro, Michael Nayat Young, Yogi Tri Prasetyo, J. L. Camino, Bryan B. Navarro, V. T. Ramos. A DEA-CCR Model Application in Clustered Stocks Portfolio with Technical Investment Strategies and Mean-Variance Model. In IEEE International Conference on Industrial Engineering and Engineering Management, IEEM 2023, Singapore, December 18-21, 2023. pages 650-656, IEEE, 2023. [doi]

Abstract

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