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mathematical modelStadium
IranPlace
The stock evaluation process plays an important role in portfolio selection because it is the prerequisite for investment and directly influences on the stock allocation. This paper presents a methodology based on Data Envelopment Analysis for portfolio selection, decision making units which can be stocks or other financial assets. First, DMUs efficiencies are computed based on input/output common weights, and then the generation of a portfolio is carried out by a mathematical model. Finally the methodology is illustrated numerically on the market of Iran stock exchange
Recently, different methods have been proposed for portfolio optimization and decision making on inv...
Firm's performance and potential return on investments in its stocks are determined by many factors....
Abstract Determining efficiency of an institution and comparison with other institutions can help th...
The stock evaluation process plays an important role in portfolio selection because it is the prereq...
Abstract The stock evaluation process plays an important role in portfolio selection because it is t...
Purpose – The purpose of this paper is to examine the applicability of data envelopment analysis (DE...
Due to the increasing complexity of investor behavior in emerging markets, there has been a growing ...
Purpose _ this paper compares the returns between the portfolio constructed by using Data Envelopmen...
A portfolio is comprised of a number of securities selected using particular provisions to be invest...
Fundamental analysis and evaluation is one of the widely used approaches among investors, analysts, ...
Most strategies for selection portfolios focus on utilizing solely market data and implicitly assume...
The research focus of the scientific paper is on the problem of equity portfolio construction. The a...
This paper uses data envelopment analysis (DEA) approach as a nonparametric efficiency analysis tool...
This research presents a technique known as Data Envelopment Analysis (DEA) to select a group of des...
The aim of our research is to propose a method of rating companies which is based on efficiency meas...
Recently, different methods have been proposed for portfolio optimization and decision making on inv...
Firm's performance and potential return on investments in its stocks are determined by many factors....
Abstract Determining efficiency of an institution and comparison with other institutions can help th...
The stock evaluation process plays an important role in portfolio selection because it is the prereq...
Abstract The stock evaluation process plays an important role in portfolio selection because it is t...
Purpose – The purpose of this paper is to examine the applicability of data envelopment analysis (DE...
Due to the increasing complexity of investor behavior in emerging markets, there has been a growing ...
Purpose _ this paper compares the returns between the portfolio constructed by using Data Envelopmen...
A portfolio is comprised of a number of securities selected using particular provisions to be invest...
Fundamental analysis and evaluation is one of the widely used approaches among investors, analysts, ...
Most strategies for selection portfolios focus on utilizing solely market data and implicitly assume...
The research focus of the scientific paper is on the problem of equity portfolio construction. The a...
This paper uses data envelopment analysis (DEA) approach as a nonparametric efficiency analysis tool...
This research presents a technique known as Data Envelopment Analysis (DEA) to select a group of des...
The aim of our research is to propose a method of rating companies which is based on efficiency meas...
Recently, different methods have been proposed for portfolio optimization and decision making on inv...
Firm's performance and potential return on investments in its stocks are determined by many factors....
Abstract Determining efficiency of an institution and comparison with other institutions can help th...
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