FINANCIAL ASSETS CATEGORIZATION WITH NON PARAMETRIC METHODS DEA

Culican

Conferencia; EUREKA INTERNATIONAL VIRTUAL PHYSICAL MEETING SOFT COMPUTING, HYBRIDIZATION AND TRANS DISCIPLINARY SEMINARY; 2014

EUREKA INTERNATIONAL

The need for stakeholders to assess the possibility of bankruptcy and credit risk and the formation of investment portfolios, has created tools capable to evaluate financial assets. Finance has developed multiple methodologiis, once is the evaluation of the performance, return and risk. This impelled the categorization into groups with similar characteristics, reducing the time and cost of analysis. The aim of this paper is propose an integrated methodological approach to the categorization of assets with DEA methodology, particularly using Basic Additive Model. He was selected as the system under analysis companies traded shares on the BCBA, for the biennium 2009-2010.