Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
6898367 | European Journal of Operational Research | 2012 | 12 Pages |
Abstract
⺠The DEA efficiency scores provide a useful basis for the purposes of equity portfolio selection. ⺠DEA is capable for combining value and momentum indicators into a single efficiency score. ⺠DEA is particularly useful in cases in which the number of stocks in the sample is large.
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Computer Science (General)
Authors
Eero Pätäri, Timo Leivo, Samuli Honkapuro,