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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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Main Authors: | , , |
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Formato: | Artigo |
Idioma: | Inglês |
Publicado em: |
Hindawi Limited
2015-01-01
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Colecção: | Mathematical Problems in Engineering |
Acesso em linha: | http://dx.doi.org/10.1155/2015/957893 |
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