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...
| Published in: | ICIMTR 2012 - 2012 International Conference on Innovation, Management and Technology Research |
|---|---|
| Main Author: | |
| Format: | Conference paper |
| Language: | English |
| Published: |
2012
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| Online Access: | https://www.scopus.com/inward/record.uri?eid=2-s2.0-84864823074&doi=10.1109%2fICIMTR.2012.6236492&partnerID=40&md5=a8115787e892545bf69e8aee336f5f01 |