Formulating a novel stock selection model using DEA and grey situation decision model

DOI10.1080/09720510.2007.10701242MaRDI QIDQ5454976zbMATH OpenOpenAlexFDO

Authors Shiuh-Nan Hwang, Chin-Tsai Lin, Wang-Ching Chuang

Publication date 3 April 2008

Published in Journal of Statistics and Management Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/09720510.2007.10701242

zbMATH Keywords

data envelopment analysisgrey situation decisionrelative operating performancerelative stock prize evaluationstock selection strategy

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Decision theory (91B06)

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Cited in

(9)

• Comparison of the multicriteria decision-making methods for equity portfolio selection: the U.S. evidence
• Stock selection strategy of A-share market based on rotation effect and random forest
• Constructing a dynamic stock portfolio decision-making assistance model: using the Taiwan 50 index constituents as an example
• Application of Markov chain techniques for selecting efficient financial stocks for investment portfolio construction
• Stock selection using a hybrid MCDM approach
• Gangless cross-evaluation in DEA: an application to stock selection
• Assessing the performance of various evaluation periods between the market model and the grey model in relation to event study
• Portfolio selection under DEA-based relative financial strength indicators: case of US industries
• Selecting Internet company stocks using a combined DEA and AHP approach

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