Formulate Stock Trading Strategies Using DEA: A Taiwanese Case

DOI10.3138/INFOR.48.2.075OpenAlexW2021041612MaRDI QIDQ6160240

Wang-Ching Chuang, Unnamed Author, Shiuh-Nan Hwang

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

Malmquist productivity indexdata envelopment analysis (DEA)stock classification

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Related Items (1)

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

Cites Work

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

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