Formulate Stock Trading Strategies Using DEA: A Taiwanese Case-Reference-Cited by-同舟云学术

Formulate Stock Trading Strategies Using DEA: A Taiwanese Case

Published:2010-05 Issue:2 Volume:48 Page:75-81
ISSN:0315-5986
Container-title:INFOR: Information Systems and Operational Research
language:en
Short-container-title:INFOR: Information Systems and Operational Research

Author:

Hwang Shiuh-Nan¹,Chuang Wang-Ching²,Chen Yi-Chieh³

Affiliation:

1. Graduate School of Management, Min Chuan University, 250, Chuang Shan North Road, Section 5, Taipei 111, Taiwan, Republic of China,

2. Department of Finance, Nanya Institute of Technology, 414, Section 3, Jhongshan E. Rd., Jhongli City, Taoyuan County 32091, Taiwan, Republic of China,

3. Graduate School of Management, Min Chuan University 250, Chuang Shan North Road, Section 5, Taipei 111, Taiwan, Republic of China,

Publisher

Informa UK Limited

Subject

Computer Science Applications,Information Systems,Signal Processing

Link

https://www.tandfonline.com/doi/pdf/10.3138/infor.48.2.075

Reference15 articles.

1. Translation invariance in data envelopment analysis

2. The usefulness of earnings versus book value for predicting stock returns and cross corporate ownership in Japan

3. Investor Expectations and the Performance of Value Stocks versus Growth Stocks

4. Measuring abnormal performance

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