1. Categorization of financial assets using non-parametric DEA methods.
- Author
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Pablo Guevel, Hernán
- Subjects
- *
DATA envelopment analysis , *INVESTMENTS , *ASSETS (Accounting) , *CREDIT risk , *COST analysis - Abstract
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. [ABSTRACT FROM AUTHOR]
- Published
- 2020
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