Portfolio Construction Using Data Envelopment Analysis - A Case Study of the Taiwan Financial Industry
碩士 === 國立屏東大學 === 財務金融學系碩士班 === 107 === This study applies data envelopment analysis (DEA) and slacks-based measure of super-efficiency (super SBM) to examine the relation between operational efficiency and monthly stock returns of the Taiwan financial companies. On a quarterly basis, we sort all...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/37z8gx |