Sustainability assessment of Iranian petrochemical companies in stock exchange: A data envelopment analysis-based approach.
Mohammad FallahFarhad Hosseinzadeh LotfiPublished in: Expert Syst. J. Knowl. Eng. (2020)
Keyphrases
- data envelopment analysis
- stock exchange
- stock market
- stock price
- input output
- linear programming
- financial data
- multi criteria
- dow jones
- stock trading
- multiple objective programming
- efficient frontier
- financial time series
- decision making units
- dea models
- portfolio optimization
- long term
- dea model
- decision makers
- historical data
- news articles
- investment strategies
- non stationary
- text mining