摘要
给出经典的基于输入和输出的DEA模型,把基于DEA模型相结合的相对效率模型引入评价证券相对有效性,以风险作为输入,期望收益率作为输出,便可以用DEA模型评价每只证券相对有效性。
In this paper we introduced classical input output combinative model, then introduced these models oriented and output oriented C^2R and C^2GS^2 models and the input and to evaluate the relative efficiency of stocks. To evaluate the relative efficiency of stocks, we regard the risk as input and the profit rate as output. Then we can use different DEA models to evaluate the relative efficiency of stocks.
出处
《价值工程》
2006年第11期94-95,共2页
Value Engineering
