{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,4,27]],"date-time":"2026-04-27T23:07:45Z","timestamp":1777331265182,"version":"3.51.4"},"reference-count":8,"publisher":"Walter de Gruyter GmbH","issue":"1","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2011,1,1]]},"abstract":"Construction of Equity Portfolio on the Basis of Data Envelopment Analysis Approach<\/jats:title>The research focus of the scientific paper is on the problem of equity portfolio construction. The author recommends applying frontier analysis technique such as Data Envelopment Analysis to the performance measurement of emitters. Using modern computer technologies, the author has calculated efficiency score of twenty Baltic companies which are quoted at NASDAQ OMX Riga and NASDAQ OMX Tallinn stock exchanges on the basis of DEA CCR approach and elaborated proposals for effective asset allocation.<\/jats:p>","DOI":"10.2478\/v10143-011-0050-1","type":"journal-article","created":{"date-parts":[[2012,2,23]],"date-time":"2012-02-23T02:03:14Z","timestamp":1329962594000},"page":"104-108","source":"Crossref","is-referenced-by-count":3,"title":["Construction of Equity Portfolio on the Basis of Data Envelopment Analysis Approach"],"prefix":"10.2478","volume":"45","author":[{"given":"Tatyana","family":"Arshinova","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"374","reference":[{"key":"1","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1007\/b105307","volume-title":"Handbook on Data Envelopment Analysis","author":"W. Cooper","year":"2004"},{"key":"2","doi-asserted-by":"crossref","first-page":"41","DOI":"10.1007\/1-4020-7798-X_2","volume-title":"Handbook on Data Envelopment Analysis","author":"R. Banker","year":"2004"},{"key":"3","doi-asserted-by":"crossref","first-page":"253","DOI":"10.2307\/2343100","article-title":"The Measurement of Productive Efficiency","volume":"120","author":"M. Farrell","year":"1957","journal-title":"Journal of the Royal Statistical Society"},{"key":"4","first-page":"513","volume-title":"Data Envelopment Analysis - Theory, Methodology and Applications","year":"1997"},{"key":"5","first-page":"490","volume-title":"Data Envelopment Analysis - A Comprehensive Text with Models, Applications, References and DEA-Solver Software","author":"W. Cooper","year":"2000"},{"key":"6","unstructured":"Information about Baltic equity listed companies. Available: http:\/\/www.nasdaqomxbaltic.com\/market\/?pg=mainlist&lang=lv<\/a>"},{"key":"7","unstructured":"Information about Greek debt writedown. Available: http:\/\/www.bloomberg.com\/news\/2011-10-27\/europe-leaders-set-50-greekwritedown-1-4-trillion-in-debt-crisis-fight.html<\/a>"},{"key":"8","unstructured":"Information about Fitch, Moody's and S&P credit ratings. Available: http:\/\/www.financialregulationforum.com\/wpmember\/credit-ratings-howfitch-moodys-and-sp-rate-each-country-6926\/<\/a>"}],"container-title":["Scientific Journal of Riga Technical University. Computer Sciences"],"original-title":[],"link":[{"URL":"http:\/\/content.sciendo.com\/view\/journals\/acss\/45\/1\/article-p104.xml","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/www.degruyter.com\/view\/j\/acss.2011.45.issue--1\/v10143-011-0050-1\/v10143-011-0050-1.pdf","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2020,5,30]],"date-time":"2020-05-30T16:14:46Z","timestamp":1590855286000},"score":1,"resource":{"primary":{"URL":"https:\/\/content.sciendo.com\/doi\/10.2478\/v10143-011-0050-1"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2011,1,1]]},"references-count":8,"journal-issue":{"issue":"1"},"URL":"https:\/\/doi.org\/10.2478\/v10143-011-0050-1","relation":{},"ISSN":["1407-7493"],"issn-type":[{"value":"1407-7493","type":"print"}],"subject":[],"published":{"date-parts":[[2011,1,1]]}}}