عنوان فارسی مقاله: | استفاده از ارزیابی بازده ترکیبی DEA در انتخاب سهام: یک برنامه کاربردی در بازار سهام کره ای |
عنوان انگلیسی مقاله: | Use of DEA cross-efficiency evaluation in portfolio selection: An application to Korean stock market |
چکیده
مقدمه
2. ارزیابی بازده ترکیبی DEA
3. چارچوب MV انتخاب سهام بر اساس ارزیابی بازده ترکیبی
4. ابزاری برای انتخاب سهام در بازار سهام کره
4.1. عوامل ورودی و خروجی
4.2. مدل MV بازده ترکیبی DEA
4.3. استراتژی انتخاب سهام
4.4. عملکرد سهام
5. نتیجه گیری
کلمات کلیدی :
Use of DEA cross-efficiency evaluation in portfolio selection: An ... documents.tips › Documents Use of DEA cross-efficiency evaluation in portfolio selection: An application to Korean stock market. by joe. on Dec 20, 2016. Report. Category: ... Use of DEA cross-efficiency evaluation in portfolio selection : an ... https://www.econbiz.de/...dea-cross-efficiency-evaluation-in-portfolio-selection.../Errorr... Use of DEA cross-efficiency evaluation in portfolio selection : an application to Korean stock market. Sungmook Lim; Kwang Wuk Oh; Joe Zhu ... [PDF]Selecting the best of Portfolio in cross efficiency evaluation with ... - aensi www.aensiweb.com/old/jasa/rjfh/2013/331-341.pdf by M Sanei - 2013 - Related articles Nov 23, 2013 - negative data thus the cross-efficiency evaluation in DEA. Section 3 ... better that to select an optimal portfolio from a set of possible portfolios. Handbook of Operations Analytics Using Data Envelopment Analysis https://books.google.com/books?isbn=1489977058 Shiuh-Nan Hwang, Hsuan-Shih Lee, Joe Zhu - 2016 - Business & Economics Using a DEA-cross efficiency approach in public procurement tenders. ... Use of DEA cross-efficiency evaluation in portfolio selection: An application to Korean ... Data Envelopment Analysis: A Handbook of Empirical Studies and ... https://books.google.com/books?isbn=1489976841 Joe Zhu - 2016 - Business & Economics Kadoya S., Kuroko T., Namatame T. (2008) DEA, inverted DEA Proposes an index ... Zhu, J. (2014) Uses DEA cross-efficiency evaluation in portfolio selection.