兩階段差額變數資料包絡分析法於改 善投資組合之應用

CCUR > College of International Studies and Foreign Languages > English Program of Global Business > Thesis > Item 987654321/52494

Please use this identifier to cite or link to this item: https://irlib.pccu.edu.tw/handle/987654321/52494

Title:	兩階段差額變數資料包絡分析法於改善投資組合之應用 Improving the Effectiveness of Portfolio Selection Process via a Two-stage Slack-based Measure Data Envelopment Analysis Model
Authors:	黃芳花 Hoang, Hoa Phuong
Contributors:	全球商務碩士學位學程碩士班
Keywords:	Portfolio selection Two-stage Data Envelopment Analysis (DEA) Slacks-Based Measure
Date:	2022
Issue Date:	2023-06-13 14:33:40 (UTC+8)
Abstract:	Related to the portfolio optimization perspective, many research has mainly focused on portfolio optimization and neglected the importance of the portfolio selection process. In addition, the condition of the growth of listed companies along with the complexity of securities further makes it increasingly challenging to choose a firm or explicitly select a stock to invest. To fulfill the research gap, we incorporate the two-stage Data Envelopment Analysis and Slacks-based measure into a framework) to assist investors before making investment decisions. The proposed model decomposed companies’ structure into two sub-processes which are profitability and marketability. By utilizing the two-stage SBM DEA model, investors and researchers are likely to understand DMUs before decision making. Furthermore, a slacks-based measure facilitated the detection of the values of slack variables, thus enhancement the discriminant power of the model and the quality of the results.
Appears in Collections:	[English Program of Global Business] Thesis

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