Proceedings of the Annual Conference of the Institute of Systems, Control and Information Engineers
The 51st Annual Conference of the Institute of Systems, Control and Information Engineers
Session ID : 4W4-7
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Host: The Institute of Systems, Control and Information Engineers

Assessment of portfolio selection method with corporate performance
*hiroki onishi, singo aoki
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Keywords: Portfolio, DEA, MAD Model, Corporate Performance, Risk Assessment
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Abstract
This paper supposes in order to improve the estimate precision of the portfolio that it has the risk where the enterprise whose efficiency is bad is higher, and proposes that assessment of corporate performance with DEA adds in risk assessment. The proposed method has had almost the same performance as the previous model as a result of comparing them.
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© 2007 The Institute of Systems, Control and Information Engineers
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