Investment Strategy on the Zagreb Stock Exchange Based on Dynamic DEA

Nowadays, there is a growing interest in the application of quantitative methods in portfolio management, as the results of their application can be used as guidelines for managing a successful investment portfolio, i.e., a portfolio that outperforms the market. This paper deals with the Data Envelo...

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Bibliographic Details
Main Author: Tihana Škrinjarić
Format: Article
Language:English
Published: The Institute of Economics, Zagreb 2014-04-01
Series:Croatian Economic Survey
Subjects:
Online Access:http://hrcak.srce.hr/file/181699