Formulate Stock Trading Strategies Using DEA: A Taiwanese Case

DOI10.3138/INFOR.48.2.075MaRDI QIDQ6160240zbMATH OpenOpenAlexFDO

Authors Shiuh-Nan Hwang, Wang-Ching Chuang

Publication date 9 May 2023

Published in INFOR: Information Systems and Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3138/infor.48.2.075

zbMATH Keywords

data envelopment analysis (DEA)Malmquist productivity indexstock classification

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Cites work

• Quantitative models for performance evaluation and benchmarking. Data envelopment analysis with spreadsheets. With CD-ROM.
• Translation invariance in data envelopment analysis

Cited in

(1)

• Estimating Relative Efficiency of DMU: Pareto Principle and Monte Carlo Oriented DEA Approach

This page was built for publication: Formulate Stock Trading Strategies Using DEA: A Taiwanese Case

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6160240)