The New Method of Shares Selection base on Context-dependent DEA

摘要：

According to context-dependent DEA the new method of shares selection is established through identifing different class frontier on context-dependent, measyring attractivess and progress. It is also brought to success that the empirical analysis on Shanghais B share market, and acquired the result for better than traditional DEA.

关键词： Context-dependent Data Envelopment Analysis shares selection B-share market

作者: YI Ronghua HUANG Zuqing ZHANG Hua

作者单位: China Jiliang University,Hangzhou,310018

会议类型: 国际会议

会议名称: The 5th International Annual Conference on WTO and Financial Engineering(第五届WTO与金融工程国际会议)

会议地点: 杭州

会议语种:英文

页码: 475-482

在线出版日期: 2008-05-18（万方平台首次上网日期，不代表论文的发表时间）