A DEA-CCR Model Application in Clustered Stocks Portfolio with Technical Investment Strategies and Mean-Variance Model-Reference-Cited by-同舟云学术

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A DEA-CCR Model Application in Clustered Stocks Portfolio with Technical Investment Strategies and Mean-Variance Model

Published:2023-12-18 Issue: Volume:15 Page:0650-0656
ISSN:
Container-title:2023 IEEE International Conference on Industrial Engineering and Engineering Management (IEEM)
language:
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Author:

Navarro M.M.¹,Young M. N.¹,Prasetyo Y.T.²,Camino J.L.³,Navarro B.B.⁴,Ramos V.T.⁴

Affiliation:

1. School of Industrial Engineering and Engineering Management, Mapúa University,Manila,Philippines

2. Yuan Ze University,International Bachelor Program in Engineering,Taiwan

3. Technological Institute of the Philippines,Department of Civil Engineering,Quezon City,Philippines

4. Technological Institute of the Philippines,Department of Electrical Engineering,Quezon City,Philippines

Publisher

IEEE

Link

http://xplorestaging.ieee.org/ielx7/10406295/10406217/10406970.pdf?arnumber=10406970

Reference17 articles.

1. Evaluation of Online Stock Trading Platforms for Filipino Investors/Traders in the Philippine Market amidst the COVID-19 Pandemic;Benignos

2. Comparative Analysis of Mean-Variance and Safety-First Portfolio Utilizing Exchange Traded Funds in Asia

3. Portfolio Optimization Utilizing the Framework of Behavioral Portfolio Theory;Chang;Int. J. Oper. Res,2018

4. Big-data-driven low-carbon management

5. The use of data envelopment analysis for stocks selection on Istanbul stock exchange

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