THE APPLICATION OF DEA IN SELECTING A PORTFOLIO CONSISTING OF THE MOST EFFICIENT AND THE MOST INEFFICIENT COMPANIES NOW PRESENT IN TEHRAN STOCK MARKET

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AZAR ADEL; KHOSRAVANI FARZANEH; JALALI REZA

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Journal: Management Research in Iran Year:2013 | Volume:17 | Issue:1 (78) Page(s): 1-19

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Title

THE APPLICATION OF DEA IN SELECTING A PORTFOLIO CONSISTING OF THE MOST EFFICIENT AND THE MOST INEFFICIENT COMPANIES NOW PRESENT IN TEHRAN STOCK MARKET

Author(s)

AZAR ADEL | KHOSRAVANI FARZANEH | JALALI REZA | Issue Writer Certificate

Keywords

DATA ENVELOPMENT ANALYSISQ2

MULTI-CRITERIA DECISION MAKING (MCDM)Q2

PORTFOLIOQ2

Abstract

Selecting a PORTFOLIO has always been a significant issue in Financial Management. The models presented for selecting the best PORTFOLIO have some deficiencies and after some time, their deficiencies would be revealed and they will be replaced by some other models. One of the problems with those models is neglecting the multifaceted indices and dimensions for final evaluation of PORTFOLIO, and these efficiencies will bring the validity of the evaluation results under question. In order to remove these efficiencies, one can use DEA (DATA ENVELOPMENT ANALYSIS) technique which is one of the MCDM (Multi-Criteria Decision Making) techniques. In this paper, two models have been presented; one finds the most efficient PORTFOLIO and the other one finds the most inefficient. In this paper, 95 companies now present in Tehran Stock Market have been investigated. The results demonstrate that out of those 95 companies, seven companies are efficient and 8 companies are utterly inefficient.

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APA: Copy

AZAR, ADEL, KHOSRAVANI, FARZANEH, & JALALI, REZA. (2013). THE APPLICATION OF DEA IN SELECTING A PORTFOLIO CONSISTING OF THE MOST EFFICIENT AND THE MOST INEFFICIENT COMPANIES NOW PRESENT IN TEHRAN STOCK MARKET. MANAGEMENT RESEARCH IN IRAN (MODARES HUMAN SCIENCES), 17(1 (78)), 1-19. SID. https://sid.ir/paper/398648/en

Vancouver: Copy

AZAR ADEL, KHOSRAVANI FARZANEH, JALALI REZA. THE APPLICATION OF DEA IN SELECTING A PORTFOLIO CONSISTING OF THE MOST EFFICIENT AND THE MOST INEFFICIENT COMPANIES NOW PRESENT IN TEHRAN STOCK MARKET. MANAGEMENT RESEARCH IN IRAN (MODARES HUMAN SCIENCES)[Internet]. 2013;17(1 (78)):1-19. Available from: https://sid.ir/paper/398648/en

IEEE: Copy

ADEL AZAR, FARZANEH KHOSRAVANI, and REZA JALALI, “THE APPLICATION OF DEA IN SELECTING A PORTFOLIO CONSISTING OF THE MOST EFFICIENT AND THE MOST INEFFICIENT COMPANIES NOW PRESENT IN TEHRAN STOCK MARKET,” MANAGEMENT RESEARCH IN IRAN (MODARES HUMAN SCIENCES), vol. 17, no. 1 (78), pp. 1–19, 2013, [Online]. Available: https://sid.ir/paper/398648/en

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