Formulating a novel stock selection model using DEA and grey situation decision model
DOI10.1080/09720510.2007.10701242zbMATH Open1137.91353OpenAlexW2008392401MaRDI QIDQ5454976FDOQ5454976
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
Recommendations
- Selecting Internet company stocks using a combined DEA and AHP approach
- Equity portfolio optimization: a DEA based methodology applied to the Zagreb stock exchange
- Stock portfolio selection hybridizing fuzzy base-criterion method and evidence theory in triangular fuzzy environment
- Portfolio selection under DEA-based relative financial strength indicators: case of US industries
- Constructing a dynamic stock portfolio decision-making assistance model: using the Taiwan 50 index constituents as an example
data envelopment analysisgrey situation decisionrelative operating performancerelative stock prize evaluationstock selection strategy
Cited In (6)
- Stock selection using a hybrid MCDM approach
- Gangless cross-evaluation in DEA: an application to stock selection
- Portfolio selection under DEA-based relative financial strength indicators: case of US industries
- Assessing the performance of various evaluation periods between the market model and the grey model in relation to event study
- Constructing a dynamic stock portfolio decision-making assistance model: using the Taiwan 50 index constituents as an example
- Comparison of the multicriteria decision-making methods for equity portfolio selection: the U.S. evidence
This page was built for publication: Formulating a novel stock selection model using DEA and grey situation decision model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5454976)
