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Efficiency Analysis and Classification of stocks by using DEA: Evidence of iran stock Exchange

عنوان مقاله: Efficiency Analysis and Classification of stocks by using DEA: Evidence of iran stock Exchange
شناسه ملی مقاله: EME02_1695
منتشر شده در دومین کنفرانس بین المللی مدیریت، کارآفرینی و توسعه اقتصادی در سال 1392
مشخصات نویسندگان مقاله:

Majid Elahi - Assistant Professor of Industrial Management Department, Faculty Of Social Sciences, Imam Khomeini International University,Qazvin, Iran
Zahra Amin Afshar - MS student of Industrial Management, Faculty of Social Sciences, Imam Khomeini International University, Qazvin, Iran

خلاصه مقاله:
The most important goal of the present paper is to evaluate the efficiency of automotive and parts manufacturing branch in Tehran Stock Exchange (TSE), by using DEA technique, to select a group of desirable securities from a list of 31. The Results show that the units (7, 8, 14, 18, 19, 20, 21, 23, 24, 25 and 29) are known as superior units. Unit 7 obtained the first rank of 29 units. The units 3,10, 11, 13, 16 & 17 have surplus inputs, and 19 of the firms are classified in efficient scale.

کلمات کلیدی:
Data Envelopment Analysis (DEA), Efficiency, Tehran Stock Exchange, market cap stocks

صفحه اختصاصی مقاله و دریافت فایل کامل: https://civilica.com/doc/286790/