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Using Data Envelopment Analysis to Select Efficient Large Market Cap Securities
6 references·4 citing·24 second hop
Using Data Envelopment Analysis to Select Efficient Large Market Cap Securities (2000)Using Data Envelopment Analysis to Select…Practical Investment Management (1997)Practical Investment Manageme…Data Envelopment Analysis: Theory, Methodology, and Applications (1994)Data Envelopment Analysis: Th…The role of multiplier bounds in efficiency analysis with application to Kansas farming (1990)The role of multiplier bounds…Restricting Weight Flexibility in Data Envelopment Analysis (1990)Restricting Weight Flexibilit…Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis (1984)Some Models for Estimating Te…Measuring the efficiency of decision making units (1978)Measuring the efficiency of d…A PCA-DEA framework for stock selection in Indian stock market (2017)A PCA-DEA framework for stock…DEA Performance Assessment of Mutual Funds (2016)DEA Performance Assessment of…Efficiency appraisal and ranking of decision-making units using data envelopment analysis in fuzzy environment: a case study of Tehran stock exchange (2012)Efficiency appraisal and rank…DEA investment strategy in the Brazilian stock market (2008)DEA investment strategy in th…An Introduction to Efficiency and Productivity Analysis (2005)The Measurement of Productive Efficiency (1957)Weights restrictions and value judgements in Data Envelopment Analysis: Evolution, development and future directions (1997)Data envelopment analysis theory and techniques for economics and operations research (2004)Data Envelopment Analysis: History, Models, and Interpretations (2011)A Procedure for Ranking Efficient Units in Data Envelopment Analysis (1993)Profitability and Marketability of the Top 55 U.S. Commercial Banks (1999)Forecasting stock markets using wavelet transforms and recurrent neural networks: An integrated system based on artificial bee colony algorithm (2010)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)The Sharpe Ratio (1994)The role of fund size in the performance of mutual funds assessed with DEA models (2016)Directional distance based diversification super-efficiency DEA models for mutual funds (2019)Input/Output Variables Selection in Data Envelopment Analysis: A Shannon Entropy Approach (2022)Risk: Traditional Finance versus Behavioral Finance (2008)Behavioral biases and investors’ decision-making: The moderating role of socio-demographic variables (2019)The Herding and Overconfidence Effect on the Decision of Individuals to Invest Stocks (2020)Handbook on Constructing Composite Indicators (2005)Efficiency decomposition in two-stage data envelopment analysis: An application to non-life insurance companies in Taiwan (2007)Data envelopment analysis (DEA) – Thirty years on (2008)A slacks-based measure of efficiency in data envelopment analysis (2001)A slacks-based measure of super-efficiency in data envelopment analysis (2002)A unified framework for the selection of a Flexible Manufacturing System (1995)A multiple criteria approach to data envelopment analysis (1999)Allocating fixed costs and resources via data envelopment analysis (2003)
this work references cited by second hop

References

  • 1978Measuring the efficiency of decision making units29,755 cited
  • 1984Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis16,773 cited
  • 1994Data Envelopment Analysis: Theory, Methodology, and Applications2,873 cited
  • 1990The role of multiplier bounds in efficiency analysis with application to Kansas farming715 cited
  • 1990Restricting Weight Flexibility in Data Envelopment Analysis372 cited
  • 1997Practical Investment Management25 cited

Cited by

  • 2016DEA Performance Assessment of Mutual Funds43 cited
  • 2017A PCA-DEA framework for stock selection in Indian stock market34 cited
  • 2012Efficiency appraisal and ranking of decision-making units using data envelopment analysis in fuzzy environment: a case study of Tehran stock exchange33 cited
  • 2008DEA investment strategy in the Brazilian stock market23 cited

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