Categorization of financial assets using non- parametric DEA methods

Autores
Guevel, Hernán Pablo
Año de publicación
2020
Idioma
inglés
Tipo de recurso
artículo
Estado
versión publicada
Descripción
Fil: Guevel, Hernán Pablo. Universidad Nacional de Córdoba. Facultad de Ciencias Económicas; Argentina.
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.
https://doi.org/10.11144/Javeriana.cao33.cfaup
info:eu-repo/semantics/publishedVersion
Fil: Guevel, Hernán Pablo. Universidad Nacional de Córdoba. Facultad de Ciencias Económicas; Argentina.
Otras Economía y Negocios
Materia
DEA
Basic additive model
Categorization
Financial asset
Nivel de accesibilidad
acceso abierto
Condiciones de uso
Repositorio
Repositorio Digital Universitario (UNC)
Institución
Universidad Nacional de Córdoba
OAI Identificador
oai:rdu.unc.edu.ar:11086/550445
Acceder
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oai_identifier_str oai:rdu.unc.edu.ar:11086/550445
network_acronym_str RDUUNC
repository_id_str 2572
network_name_str Repositorio Digital Universitario (UNC)
spelling Categorization of financial assets using non- parametric DEA methodsGuevel, Hernán PabloDEABasic additive modelCategorizationFinancial assetFil: Guevel, Hernán Pablo. Universidad Nacional de Córdoba. Facultad de Ciencias Económicas; Argentina.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.https://doi.org/10.11144/Javeriana.cao33.cfaupinfo:eu-repo/semantics/publishedVersionFil: Guevel, Hernán Pablo. Universidad Nacional de Córdoba. Facultad de Ciencias Económicas; Argentina.Otras Economía y Negocioshttps://orcid.org/0000-0003-4434-91782020info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articlehttp://purl.org/coar/resource_type/c_6501info:ar-repo/semantics/articuloapplication/pdf0120-3592https://revistas.javeriana.edu.co/index.php/cuadernos_admon/article/view/29723http://hdl.handle.net/11086/5504451900-7205enginfo:eu-repo/semantics/openAccessreponame:Repositorio Digital Universitario (UNC)instname:Universidad Nacional de Córdobainstacron:UNC2025-09-29T13:41:11Zoai:rdu.unc.edu.ar:11086/550445Institucionalhttps://rdu.unc.edu.ar/Universidad públicaNo correspondehttp://rdu.unc.edu.ar/oai/snrdoca.unc@gmail.comArgentinaNo correspondeNo correspondeNo correspondeopendoar:25722025-09-29 13:41:11.678Repositorio Digital Universitario (UNC) - Universidad Nacional de Córdobafalse
dc.title.none.fl_str_mv Categorization of financial assets using non- parametric DEA methods
title Categorization of financial assets using non- parametric DEA methods
spellingShingle Categorization of financial assets using non- parametric DEA methods
Guevel, Hernán Pablo
DEA
Basic additive model
Categorization
Financial asset
title_short Categorization of financial assets using non- parametric DEA methods
title_full Categorization of financial assets using non- parametric DEA methods
title_fullStr Categorization of financial assets using non- parametric DEA methods
title_full_unstemmed Categorization of financial assets using non- parametric DEA methods
title_sort Categorization of financial assets using non- parametric DEA methods
dc.creator.none.fl_str_mv Guevel, Hernán Pablo
author Guevel, Hernán Pablo
author_facet Guevel, Hernán Pablo
author_role author
dc.contributor.none.fl_str_mv https://orcid.org/0000-0003-4434-9178
dc.subject.none.fl_str_mv DEA
Basic additive model
Categorization
Financial asset
topic DEA
Basic additive model
Categorization
Financial asset
dc.description.none.fl_txt_mv Fil: Guevel, Hernán Pablo. Universidad Nacional de Córdoba. Facultad de Ciencias Económicas; Argentina.
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.
https://doi.org/10.11144/Javeriana.cao33.cfaup
info:eu-repo/semantics/publishedVersion
Fil: Guevel, Hernán Pablo. Universidad Nacional de Córdoba. Facultad de Ciencias Económicas; Argentina.
Otras Economía y Negocios
description Fil: Guevel, Hernán Pablo. Universidad Nacional de Córdoba. Facultad de Ciencias Económicas; Argentina.
publishDate 2020
dc.date.none.fl_str_mv 2020
dc.type.none.fl_str_mv info:eu-repo/semantics/publishedVersion
info:eu-repo/semantics/article
http://purl.org/coar/resource_type/c_6501
info:ar-repo/semantics/articulo
status_str publishedVersion
format article
dc.identifier.none.fl_str_mv 0120-3592
https://revistas.javeriana.edu.co/index.php/cuadernos_admon/article/view/29723
http://hdl.handle.net/11086/550445
1900-7205
identifier_str_mv 0120-3592
1900-7205
url https://revistas.javeriana.edu.co/index.php/cuadernos_admon/article/view/29723
http://hdl.handle.net/11086/550445
dc.language.none.fl_str_mv eng
language eng
dc.rights.none.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.source.none.fl_str_mv reponame:Repositorio Digital Universitario (UNC)
instname:Universidad Nacional de Córdoba
instacron:UNC
reponame_str Repositorio Digital Universitario (UNC)
collection Repositorio Digital Universitario (UNC)
instname_str Universidad Nacional de Córdoba
instacron_str UNC
institution UNC
repository.name.fl_str_mv Repositorio Digital Universitario (UNC) - Universidad Nacional de Córdoba
repository.mail.fl_str_mv oca.unc@gmail.com
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score 13.070432

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