Enhancement of value portfolio performance using data envelopment analysis

Purpose - The purpose of this paper is to examine the applicability of data envelopment analysis (DEA) as a basis of value portfolio selection criterion.Design methodology approach - The portfolios are composed of the comprehensive sample of Finnish non-financial stocks based on their DEA scale effi...

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Bibliographic details
Volume: 27
Main Author: Pätäri, Eero J
Leivo, Timo H
Samuli Honkapuro, J.V
Format: Journal Article
Language: English
Zielgruppe: Academic
Place of publication: Emerald Group Publishing Limited 03.08.2010
Emerald Group Publishing, Ltd
published in: Studies in economics and finance (Charlotte, N.C.) Vol. 27; no. 3; pp. 223 - 246
Data of publication: 20100803
ISSN: 1086-7376
EISSN: 1755-6791
Discipline: Economics
Online Access: Fulltext
Database: CrossRef
Academic OneFile (A&I only)
Database information Databases - DBIS