Portfolio revision by using data envelopment analysis model
Harendra Singh, Dr. Anil Vashisht
Due to the advancement of Information Technology it has been easier for investors to invest valuable money in portfolios. There has been availability of tools & data all the time to predict the market in decision-making, for which some models have been developed. With the rigorous research in this attractive topic some mathematical models have been developed & some models from other industries have been considered. DEA model, originated from production industry, helps in selecting securities for portfolio. In this paper we have tried to find the right time to revise the portfolio by using DEA.
Harendra Singh, Dr. Anil Vashisht. Portfolio revision by using data envelopment analysis model. International Journal of Commerce and Management Research, Volume 3, Issue 5, 2017, Pages 96-100