Generalized DEA model of fundamental analysis and its application to portfolio optimization
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- Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, vol. 7(1), pages 77-91, 03.
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- Pille, Peter & Paradi, Joseph C., 2002. "Financial performance analysis of Ontario (Canada) Credit Unions: An application of DEA in the regulatory environment," European Journal of Operational Research, Elsevier, vol. 139(2), pages 339-350, June.
- Charnes, A. & Cooper, W. W. & Golany, B. & Seiford, L. & Stutz, J., 1985. "Foundations of data envelopment analysis for Pareto-Koopmans efficient empirical production functions," Journal of Econometrics, Elsevier, vol. 30(1-2), pages 91-107.
- Bowlin, William F., 1999. "An analysis of the financial performance of defense business segments using data envelopment analysis," Journal of Accounting and Public Policy, Elsevier, vol. 18(4-5), pages 287-310.
- Ou, Jane A. & Penman, Stephen H., 1989. "Financial statement analysis and the prediction of stock returns," Journal of Accounting and Economics, Elsevier, vol. 11(4), pages 295-329, November.
- Kanas, Angelos, 2001. "Neural Network Linear Forecasts for Stock Returns," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 6(3), pages 245-54, July.
- Charnes, A. & Cooper, W. W. & Rhodes, E., 1978. "Measuring the efficiency of decision making units," European Journal of Operational Research, Elsevier, vol. 2(6), pages 429-444, November.
- Bowlin, William F., 2004. "Financial analysis of civil reserve air fleet participants using data envelopment analysis," European Journal of Operational Research, Elsevier, vol. 154(3), pages 691-709, May.
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