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Author (up) Abad, C.; Thore, S.A.; Laffarga, J. doi  openurl
  Title Fundamental analysis of stocks by two-stage DEA Type Journal Article
  Year 2004 Publication Managerial and Decision Economics Abbreviated Journal  
  Volume 25 Issue 5 Pages 231-241  
  Abstract Fundamental analysis of stocks links financial data to firm value in two consecutive steps: a predictive information link tying current financial data to future earnings, and a valuation link tying future earnings to firm value. At each step, a large number of causal factors have to be factored into the evaluation. To effect these calculations, we propose a new two-stage multi-criteria procedure, drawing on the techniques of data envelopment analysis. At each stage, a piecewise linear efficiency frontier is fitted to the observed data. The procedure is illustrated by a numerical example, analyzing some 30 stocks in the Spanish manufacturing industry in the years 1991-1996.  
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  Area Expedition Conference  
  Notes Approved no  
  Call Number Admin @ admin @ AbadThoreLaffarga2004 Serial 2498  
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