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      three-stage portfolio management 

      Collection: Theses (Master's degree) - Applied Statistics / วิทยานิพนธ์ – สถิติประยุกต์
      Type: Thesis
      เอกนรินทร์ แซ่ฉิน (Silpakorn University, 29/11/2019)
      This research proposes a three-stage approach for the management of a stock portfolio.  In the first stage, stocks are selected based on the DEA concept. Three selection strategies, DEA, Super-efficiency and DEA Cross-efficiency ...


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