Ranking the Stocks Listed on Bovespa According to their Relative Efficiency
نویسندگان
چکیده
A methodology based on the algorithmic complexity theory has been applied to assess the relative efficiency of the stocks listed on Bovespa. We provide eight alternative listings of the top ten stocks according to their efficiency rates.
منابع مشابه
Ranking stocks of listed companies on Tehran stock exchange using a hybrid model of decision tree and logistic regression
Much research has introduced linear or nonlinear models using statistical models and machine learning tools in artificial intelligence to estimate Iran's rate of return. The primary purpose of these methods is simultaneously use different independent variables to improve stock return rates' modeling. However, in predicting the rate of return, in addition to the modeling method, the degree of co...
متن کاملPerformance Analysis and Rating of Insurance Companies Using DEA in Iran Capital Market
In this research, we evaluated performance analysis and ranking of insurance companies listed on the capital market of Iran using data envelopment analysis. In respect of the target the research is applied. The type of research design relying on historical data, is event following and inductive method is inference. The study is consisted of a key question and three sub-questions. This research ...
متن کاملEvaluating and Ranking the Firms in Chemical Industry Listed in Tehran Stock Exchange with TOPSIS
Due to the sublimation and perfection of human knowledge in economics, the concept of efficiency developed in the past two decades and the measurement of it, based on different theories and practice. In economics, efficiency means the maximum of possible output from a certain amount of input. The efficiency is very important for developing countries Because these countries face to a shortage of...
متن کاملFuzzy Data Envelopment Analysis Approach for Ranking of Stocks with an Application to Tehran Stock Exchange
The main goal of this paper is to propose a new approach for efficiency measurement and ranking of stocks. Data envelopment analysis (DEA) is one of the popular and applicable techniques that can be used to reach this goal. However, there are always concerns about negative data and uncertainty in financial markets. Since the classical DEA models cannot deal with negative and imprecise values, i...
متن کاملRANKING DMUS ON THE BENCHMARK LINE WITH EQUAL SHADOW PRICES
Data envelopment analysis (DEA) with considering the best condition for each decision making unit (DMU) assesses the relative efficiency for it and divides a homogenous group of DMUs in to two categories: efficient and inefficient, but traditional DEA models can not rank efficient DMUs. Although some models were introduced for ranking efficient DMUs, Franklin Lio & Hsuan peng (2008), proposed a...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2009