PSI-20 portfolio efficiency analysis with SFA

The determination of the study was to assess the technical efficiency of the individual companies and their respective groups of the Portuguese stock market. In order to achieve that were combined the input variables “market value and return” with exogenous variables such as “interest income,"...

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Bibliographic Details
Main Author: Ferreira, N. B. (author)
Other Authors: Souza, A. (author), Souza, F. (author)
Format: article
Language:eng
Published: 2015
Subjects:
Online Access:https://ciencia.iscte-iul.pt/public/pub/id/19579
Country:Portugal
Oai:oai:repositorio.iscte-iul.pt:10071/9565