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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2024
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| Acceso en línea: | https://revistas.javeriana.edu.co/index.php/cuadernos_admon/article/view/29723 http://hdl.handle.net/11086/550445 |
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I10-R141-11086-5504452024-07-05T16:01:58Z 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 |
Universidad Nacional de Córdoba |
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I-10 |
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R-141 |
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Repositorio Digital Universitario (UNC) |
| language |
Inglés |
| topic |
DEA Basic additive model Categorization Financial asset |
| spellingShingle |
DEA Basic additive model Categorization Financial asset Guevel, Hernán Pablo Categorization of financial assets using non- parametric DEA methods |
| topic_facet |
DEA Basic additive model Categorization Financial asset |
| 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 |
publishedVersion article |
| 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 |
2024 |
| url |
https://revistas.javeriana.edu.co/index.php/cuadernos_admon/article/view/29723 http://hdl.handle.net/11086/550445 |
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