| 基于DEA的新证券上市定价基准与投资价值研究 |
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| 引用本文： | 易荣华,达庆利. 基于DEA的新证券上市定价基准与投资价值研究[J]. 中国管理科学, 2004, 12(3): 12-17 |
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| 作者姓名： | 易荣华 达庆利 |
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| 作者单位： | 东南大学经济管理学院, 江苏, 南京, 210096 |
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| 摘 要： | 本文针对新证券上市定价存在的问题,提出了基于DEA的新证券上市价值实现程度评价和基准价格评估模型及相应的研判准则,并对我国基金市场进行了实证检验,结果表明这一方法是可行的。
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| 关 键 词： | 新证券上市定价 DEA 基准价格 价值实现指数 |
| 文章编号： | 1003-207(2004)03-0012-06 |
| 收稿时间： | 2003-11-24; |
| 修稿时间： | 2003-11-24 |
Evaluation on the Pricing Norm and Relative Investment Value of New Listing Security Based on Data Envelopment Analysis |
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| YI Rong-hua,DA Qing-li. Evaluation on the Pricing Norm and Relative Investment Value of New Listing Security Based on Data Envelopment Analysis[J]. Chinese Journal of Management Science, 2004, 12(3): 12-17 |
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| Authors: | YI Rong-hua DA Qing-li |
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| Affiliation: | School of Economics & Management, Southeast University, Nanjing 210096, China |
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| Abstract: | The thesis aims at the problem on pricing new listing security.Based on DEA non-parameters input-output functing,we develop two models of evaluation on acquired value grade and pricing norm for new listing security,along with corresponding guideline.Taking Chinese fund market for example,the proof-test result indicates that the models are effective. |
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| Keywords: | pricing new listing security Data Envelopment Analysis(DEA) norm price acquired value index |
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