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Performance Gauging of Portfolio: Luenberger Distance Function Approach on Sarajevo Stock Exchange Cover

Performance Gauging of Portfolio: Luenberger Distance Function Approach on Sarajevo Stock Exchange

South East European Journal of Economics and Business
Volume 14 (2019): Issue 1 (June 2019)
By: Tihana Škrinjarić  
Open Access
|Aug 2019

Authors

Tihana Škrinjarić

tskrinjar@net.efzg.hr

Department of Mathematics, Faculty of Economics and Business, University of Zagreb
DOI: https://doi.org/10.2478/jeb-2019-0007 | Journal eISSN: 2233-1999
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Language: English
Page range: 92 - 100
Published on: Aug 6, 2019
Published by: University of Sarajevo
In partnership with: Paradigm Publishing Services
Publication frequency: 3 issues per year
Keywords:
Markowitz model,
efficient frontier,
measuring efficiency,
distance function,
Luenberger’s shortage function
Related subjects:
Business and economics,
Business management,
Business management, other,
Political economics,
Political economics, other

© 2019 Tihana Škrinjarić, published by University of Sarajevo
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

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