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  • Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004
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Metoda DEA w analizie fundamentalnej polskiego rynku akcji

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Date
2004
Author
Szafrański, Grzegorz
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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.
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http://hdl.handle.net/11089/7197
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  • Acta Universitatis Lodziensis. Folia Oeconomica nr 177/2004 [21]

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