DEA portfolio selection in Malaysian stock market

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DEA portfolio selection in Malaysian stock market

The purpose of this paper is to investigate the effectiveness of data envelopment analysis (DEA) model on portfolio selection for investors over long horizon in the Malaysian stock market. This paper employs the technical efficiency DEA model to evaluate the firm's efficiency. Then, the efficie...

وصف كامل

التفاصيل البيبلوغرافية
الحاوية / القاعدة:	ICIMTR 2012 - 2012 International Conference on Innovation, Management and Technology Research
المؤلف الرئيسي:	2-s2.0-84864823074
التنسيق:	Conference paper
اللغة:	English
منشور في:	2012
الوصول للمادة أونلاين:	https://www.scopus.com/inward/record.uri?eid=2-s2.0-84864823074&doi=10.1109%2fICIMTR.2012.6236492&partnerID=40&md5=a8115787e892545bf69e8aee336f5f01

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