dc.contributor.author | Szafrański, Grzegorz | |
dc.date.accessioned | 2015-03-10T14:00:34Z | |
dc.date.available | 2015-03-10T14:00:34Z | |
dc.date.issued | 2004 | |
dc.identifier.issn | 0208-6018 | |
dc.identifier.uri | http://hdl.handle.net/11089/7197 | |
dc.description.abstract | 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. | pl_PL |
dc.description.sponsorship | Zadanie pt. „Digitalizacja i udostępnienie w Cyfrowym Repozytorium Uniwersytetu Łódzkiego kolekcji czasopism naukowych wydawanych przez Uniwersytet Łódzki” nr 885/P-DUN/2014 zostało dofinansowane ze środków MNiSW w ramach działalności upowszechniającej naukę | pl_PL |
dc.language.iso | pl | pl_PL |
dc.publisher | Wydawnictwo Uniwersytetu Łódzkiego | pl_PL |
dc.relation.ispartofseries | Acta Universitatis Lodziensis. Folia Oeconomica;177 | |
dc.subject | metoda DEA | pl_PL |
dc.subject | efektywność technologiczna | pl_PL |
dc.subject | analiza fundamentalna | pl_PL |
dc.subject | kapitalizacja giełdowa | pl_PL |
dc.subject | wycena akcji | pl_PL |
dc.title | Metoda DEA w analizie fundamentalnej polskiego rynku akcji | pl_PL |
dc.title.alternative | DEA Analysis of the Polish Stock Market | pl_PL |
dc.type | Article | pl_PL |
dc.page.number | [347]-360 | pl_PL |
dc.contributor.authorAffiliation | Uniwersytet Łódzki, Katedra Ekonometrii | pl_PL |