- Tytuł:
-
Metoda DEA w analizie fundamentalnej polskiego rynku akcji
DEA Analysis of the Polish Stock Market - Autorzy:
- Szafrański, Grzegorz
- Powiązania:
- https://bibliotekanauki.pl/articles/906668.pdf
- Data publikacji:
- 2004
- Wydawca:
- Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
- Tematy:
-
metoda DEA
efektywność technologiczna
analiza fundamentalna
kapitalizacja giełdowa
wycena akcji - Opis:
- The Data Envelopment Analysis (DEA) for the portfolio valuation is a brand new application of the method, which was so far widely used in the assessment of decisions made by microeconomic units. We present the empirical models of a relative efficiency for the Polish stock market from the input-output perspective. The valuation of the portfolio selection is based on the available market information selected in the set of the connected fundamentals. The DEA-effective and DBA-ineffective stocks are introduced, and the potential adjustment path to equilibrium is explained. We find the method helpful in a medium-term investment decisions on the capital market, ready to use for investors. We claim that the economically reasonable DEA model could become a good alternative for a traditional fundamental analysis of the stock market.
- Źródło:
-
Acta Universitatis Lodziensis. Folia Oeconomica; 2004, 177
0208-6018
2353-7663 - Pojawia się w:
- Acta Universitatis Lodziensis. Folia Oeconomica
- Dostawca treści:
- Biblioteka Nauki
Artykuł