{"id":"https://openalex.org/W2028758131","doi":"https://doi.org/10.2478/v10143-011-0050-1","title":"Construction of Equity Portfolio on the Basis of Data Envelopment Analysis Approach","display_name":"Construction of Equity Portfolio on the Basis of Data Envelopment Analysis Approach","publication_year":2011,"publication_date":"2011-01-01","ids":{"openalex":"https://openalex.org/W2028758131","doi":"https://doi.org/10.2478/v10143-011-0050-1","mag":"2028758131"},"language":"en","primary_location":{"id":"doi:10.2478/v10143-011-0050-1","is_oa":true,"landing_page_url":"https://doi.org/10.2478/v10143-011-0050-1","pdf_url":null,"source":{"id":"https://openalex.org/S40503316","display_name":"Scientific Journal of Riga Technical University Computer Sciences","issn_l":"1407-7493","issn":["1407-7493","2255-8918"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/P4310313990","host_organization_name":"De Gruyter","host_organization_lineage":["https://openalex.org/P4310313990"],"host_organization_lineage_names":["De Gruyter"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Scientific Journal of Riga Technical University. Computer Sciences","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"diamond","oa_url":"https://doi.org/10.2478/v10143-011-0050-1","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5052967764","display_name":"Tatyana Arshinova","orcid":null},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Tatyana Arshinova","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5052967764"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.4232,"has_fulltext":false,"cited_by_count":8,"citation_normalized_percentile":{"value":0.67830709,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":"45","issue":"1","first_page":"104","last_page":"108"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10357","display_name":"Efficiency Analysis Using DEA","score":0.9976999759674072,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10357","display_name":"Efficiency Analysis Using DEA","score":0.9976999759674072,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12675","display_name":"Financial Reporting and Valuation Research","score":0.9448999762535095,"subfield":{"id":"https://openalex.org/subfields/1408","display_name":"Strategy and Management"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.9388999938964844,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/data-envelopment-analysis","display_name":"Data envelopment analysis","score":0.8763437867164612},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.6925481557846069},{"id":"https://openalex.org/keywords/equity","display_name":"Equity (law)","score":0.6692054271697998},{"id":"https://openalex.org/keywords/efficient-frontier","display_name":"Efficient frontier","score":0.6618701219558716},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5309723615646362},{"id":"https://openalex.org/keywords/asset-allocation","display_name":"Asset allocation","score":0.48093146085739136},{"id":"https://openalex.org/keywords/modern-portfolio-theory","display_name":"Modern portfolio theory","score":0.4496680498123169},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.4486440122127533},{"id":"https://openalex.org/keywords/stock-exchange","display_name":"Stock exchange","score":0.4182703495025635},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.4139684736728668},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.39803439378738403},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.3527674973011017},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.22426506876945496},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.17909830808639526},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.16204631328582764},{"id":"https://openalex.org/keywords/political-science","display_name":"Political science","score":0.07478898763656616}],"concepts":[{"id":"https://openalex.org/C22088475","wikidata":"https://www.wikidata.org/wiki/Q647974","display_name":"Data envelopment analysis","level":2,"score":0.8763437867164612},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.6925481557846069},{"id":"https://openalex.org/C199728807","wikidata":"https://www.wikidata.org/wiki/Q2578557","display_name":"Equity (law)","level":2,"score":0.6692054271697998},{"id":"https://openalex.org/C51485801","wikidata":"https://www.wikidata.org/wiki/Q16966861","display_name":"Efficient frontier","level":3,"score":0.6618701219558716},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5309723615646362},{"id":"https://openalex.org/C139819358","wikidata":"https://www.wikidata.org/wiki/Q462748","display_name":"Asset allocation","level":3,"score":0.48093146085739136},{"id":"https://openalex.org/C9725762","wikidata":"https://www.wikidata.org/wiki/Q1072885","display_name":"Modern portfolio theory","level":3,"score":0.4496680498123169},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.4486440122127533},{"id":"https://openalex.org/C200870193","wikidata":"https://www.wikidata.org/wiki/Q11691","display_name":"Stock exchange","level":2,"score":0.4182703495025635},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.4139684736728668},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.39803439378738403},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.3527674973011017},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.22426506876945496},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.17909830808639526},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.16204631328582764},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.07478898763656616},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.2478/v10143-011-0050-1","is_oa":true,"landing_page_url":"https://doi.org/10.2478/v10143-011-0050-1","pdf_url":null,"source":{"id":"https://openalex.org/S40503316","display_name":"Scientific Journal of Riga Technical University Computer Sciences","issn_l":"1407-7493","issn":["1407-7493","2255-8918"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/P4310313990","host_organization_name":"De Gruyter","host_organization_lineage":["https://openalex.org/P4310313990"],"host_organization_lineage_names":["De Gruyter"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Scientific Journal of Riga Technical University. Computer Sciences","raw_type":"journal-article"}],"best_oa_location":{"id":"doi:10.2478/v10143-011-0050-1","is_oa":true,"landing_page_url":"https://doi.org/10.2478/v10143-011-0050-1","pdf_url":null,"source":{"id":"https://openalex.org/S40503316","display_name":"Scientific Journal of Riga Technical University Computer Sciences","issn_l":"1407-7493","issn":["1407-7493","2255-8918"],"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/P4310313990","host_organization_name":"De Gruyter","host_organization_lineage":["https://openalex.org/P4310313990"],"host_organization_lineage_names":["De Gruyter"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Scientific Journal of Riga Technical University. Computer Sciences","raw_type":"journal-article"},"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/9","score":0.44999998807907104,"display_name":"Industry, innovation and infrastructure"},{"id":"https://metadata.un.org/sdg/17","score":0.4099999964237213,"display_name":"Partnerships for the goals"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":7,"referenced_works":["https://openalex.org/W1495821235","https://openalex.org/W1507787960","https://openalex.org/W2054644951","https://openalex.org/W2074330251","https://openalex.org/W2162180338","https://openalex.org/W2510799815","https://openalex.org/W4249429214"],"related_works":["https://openalex.org/W1980707780","https://openalex.org/W2011801048","https://openalex.org/W2060124870","https://openalex.org/W1534463048","https://openalex.org/W4327968198","https://openalex.org/W2192909191","https://openalex.org/W1969584213","https://openalex.org/W2012595567","https://openalex.org/W4387851133","https://openalex.org/W2919289497"],"abstract_inverted_index":{"Construction":[0],"of":[1,7,15,23,43,55,75],"Equity":[2],"Portfolio":[3],"on":[4,20,72],"the":[5,16,21,40,49,73],"Basis":[6],"Data":[8,36],"Envelopment":[9,37],"Analysis":[10,38],"Approach":[11],"The":[12,27],"research":[13],"focus":[14],"scientific":[17],"paper":[18],"is":[19],"problem":[22],"equity":[24],"portfolio":[25],"construction.":[26],"author":[28,50],"recommends":[29],"applying":[30],"frontier":[31],"analysis":[32],"technique":[33],"such":[34],"as":[35],"to":[39],"performance":[41],"measurement":[42],"emitters.":[44],"Using":[45],"modern":[46],"computer":[47],"technologies,":[48],"has":[51],"calculated":[52],"efficiency":[53],"score":[54],"twenty":[56],"Baltic":[57],"companies":[58],"which":[59],"are":[60],"quoted":[61],"at":[62],"NASDAQ":[63,67],"OMX":[64,68],"Riga":[65],"and":[66,79],"Tallinn":[69],"stock":[70],"exchanges":[71],"basis":[74],"DEA":[76],"CCR":[77],"approach":[78],"elaborated":[80],"proposals":[81],"for":[82],"effective":[83],"asset":[84],"allocation.":[85]},"counts_by_year":[{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":3},{"year":2013,"cited_by_count":1}],"updated_date":"2026-05-21T06:26:12.895304","created_date":"2025-10-10T00:00:00"}
