Categorization of financial assets using non- parametric DEA methods

Categorization of financial assets using non- parametric DEA methods

Fil: Guevel, Hernán Pablo. Universidad Nacional de Córdoba. Facultad de Ciencias Económicas; Argentina.

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Bibliographic Details
Main Author: Guevel, Hernán Pablo
Other Authors: https://orcid.org/0000-0003-4434-9178
Format: info:eu-repo/semantics/publishedVersion biblioteca
Language:eng
Published: 2020
Subjects:DEA, Basic additive model, Categorization, Financial asset,
Online Access:https://revistas.javeriana.edu.co/index.php/cuadernos_admon/article/view/29723
http://hdl.handle.net/11086/550445
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spelling dig-unc-ar-11086-5504452024-02-07T21:42:18Z Categorization of financial assets using non- parametric DEA methods Guevel, Hernán Pablo https://orcid.org/0000-0003-4434-9178 DEA Basic additive model Categorization Financial asset info:eu-repo/semantics/publishedVersion Fil: Guevel, Hernán Pablo. Universidad Nacional de Córdoba. Facultad de Ciencias Económicas; Argentina. This paper aims to propose an integrated methodological approach for the categorization of assets using the Data Envelopment Analysis (DEA, Basic Additive Model version). The need for stakeholders to assess the possibility of bankruptcy, credit risk and the creation of investment portfolios has given rise to tools capable of evaluating financial assets. Given the increasing volume of data associated with assets, categorization into groups sharing homogeneous characteristics has sometimes been chosen. This strategy implies a significant reduction in time and cost of analysis. The system selected for the analysis includes the companies that traded on the Buenos Aires Stock Exchange over the period 2009-2010. https://doi.org/10.11144/Javeriana.cao33.cfaup info:eu-repo/semantics/publishedVersion Fil: Guevel, Hernán Pablo. Universidad Nacional de Córdoba. Facultad de Ciencias Económicas; Argentina. Otras Economía y Negocios 2024-02-07T20:46:48Z 2024-02-07T20:46:48Z 2020 article 0120-3592 https://revistas.javeriana.edu.co/index.php/cuadernos_admon/article/view/29723 http://hdl.handle.net/11086/550445 1900-7205 eng Atribución 4.0 Internacional http://creativecommons.org/licenses/by/4.0/ Electrónico y/o Digital
institution UNC AR
collection DSpace
country Argentina
countrycode AR
component Bibliográfico
access En linea
databasecode dig-unc-ar
tag biblioteca
region America del Sur
libraryname Biblioteca 'Ing. Agrónomo Moisés Farber' de la Facultad de Ciencias Agropecuarias
language eng
topic DEA
Basic additive model
Categorization
Financial asset
DEA
Basic additive model
Categorization
Financial asset
spellingShingle DEA
Basic additive model
Categorization
Financial asset
DEA
Basic additive model
Categorization
Financial asset
Guevel, Hernán Pablo
Categorization of financial assets using non- parametric DEA methods
description Fil: Guevel, Hernán Pablo. Universidad Nacional de Córdoba. Facultad de Ciencias Económicas; Argentina.
author2 https://orcid.org/0000-0003-4434-9178
author_facet https://orcid.org/0000-0003-4434-9178
Guevel, Hernán Pablo
format info:eu-repo/semantics/publishedVersion
topic_facet DEA
Basic additive model
Categorization
Financial asset
author Guevel, Hernán Pablo
author_sort Guevel, Hernán Pablo
title Categorization of financial assets using non- parametric DEA methods
title_short Categorization of financial assets using non- parametric DEA methods
title_full Categorization of financial assets using non- parametric DEA methods
title_fullStr Categorization of financial assets using non- parametric DEA methods
title_full_unstemmed Categorization of financial assets using non- parametric DEA methods
title_sort categorization of financial assets using non- parametric dea methods
publishDate 2020
url https://revistas.javeriana.edu.co/index.php/cuadernos_admon/article/view/29723
http://hdl.handle.net/11086/550445
work_keys_str_mv AT guevelhernanpablo categorizationoffinancialassetsusingnonparametricdeamethods
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