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Model to Estimate Monthly Time Horizons for Application of DEA in Selection of Stock Portfolio and for Maintenance of the Selected Portfolio

In the selecting of stock portfolios, one type of analysis that has shown good results is Data Envelopment Analysis (DEA). It, however, has been shown to have gaps regarding its estimates of monthly time horizons of data collection for the selection of stock portfolios and of monthly time horizons f...

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Detalhes bibliográficos
Main Authors: José Claudio Isaias, Edson de Oliveira Pamplona, José Henrique de Freitas Gomes
Formato: Artigo
Idioma:Inglês
Publicado em: Hindawi Limited 2015-01-01
Colecção:Mathematical Problems in Engineering
Acesso em linha:http://dx.doi.org/10.1155/2015/957893
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