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...

書誌詳細
出版年:	ICIMTR 2012 - 2012 International Conference on Innovation, Management and Technology Research
第一著者:	2-s2.0-84864823074
フォーマット:	Conference paper
言語:	English
出版事項:	2012
オンライン･アクセス:	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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