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...
| 发表在: | ICIMTR 2012 - 2012 International Conference on Innovation, Management and Technology Research |
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| 主要作者: | |
| 格式: | Conference paper |
| 语言: | English |
| 出版: |
2012
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| 在线阅读: | https://www.scopus.com/inward/record.uri?eid=2-s2.0-84864823074&doi=10.1109%2fICIMTR.2012.6236492&partnerID=40&md5=a8115787e892545bf69e8aee336f5f01 |