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...

書目詳細資料
發表在:	ICIMTR 2012 - 2012 International Conference on Innovation, Management and Technology Research
主要作者:	2-s2.0-84864823074
格式:	Conference paper
語言:	English
出版:	2012
在線閱讀:	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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