참고문헌
- 감형규, "한국 주식시장에서의 역행투자성과에관한 실증적 연구", 재무관리연구, 제16권,제2호(1999), pp.157-178.
- 김재관, 김승권, "DEA-AR 모형을 이용한 부동산 가격 평가", 한국경영과학회:학술대회논문집, 한국경영과학회 2006년도 추계학술대회(2006), pp.187-190.
- 민재형, 구기동, "뮤추얼펀드와의 비교를 통한연금펀드의 운용전략과 성과에 관한 연구", 보험학회지, 제80권(2008), pp.91-129.
- 박진우, 김민혁, 김주환, "한국 IT주식 버블에 관한 사례 연구", 경영사학, 제23권, 제1호(2008),pp.9-41.
- 서수덕, "재무적 척도에 의한 우리나라 상장기업의 효율성 분석", 국제회계연구, 제21권(2008), pp.87-107.
- 이원흠, 최수미, "주가배수 평가모형과 저PER,저PBR 효과에 관한 실증연구", 증권학회지,제31차(2002), pp.109-149.
- 이제규, 김재희, 김승권, "Super efficiency 순위산정 방법에 기반한 수력 발전소의 운영성과평가방법", 한국경영과학회:학술대회논문집,한국경영과학회/대한산업공학회 춘계공동학술대회 논문집, 2009.
- Andersen, P. and N.C. Petersen, "A Procedure for ranking efficient units in data Envelopment analysis," Management Science, Vol.39(1993), pp.1261-1264. https://doi.org/10.1287/mnsc.39.10.1261
- Banker, R.D., A. Charnes, and W.W. Cooper, "Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis," Management Science, Vol.30, No.9(1984), pp.1078-1092. https://doi.org/10.1287/mnsc.30.9.1078
- Basu, S., "Investment Performance of Common Stocks in Relation to Their Price-Earnings Ratios:A Test of the Efficient Market Hypothesis," Journal of Finance, Vol.32 (1977), pp.663-682. https://doi.org/10.1111/j.1540-6261.1977.tb01979.x
- Charnes, A., W.W. Cooper, and E. Rhodes., "Measuring the Efficiency of Decision Making Units," European Journal of Operational Research, Vol.2(1978), pp.439-444.
- Fama, E.F., "Efficient Capital Market:A Review of Theory and Empirical Work," The Journal of Finance, Vol.25, No.2(1969), pp.383-417.
- Fama, E.F. and K.R. French, "Size and Bookto- Market Factors in Earnings and Returns," Journal of Finance, Vol.50(1992), pp. 131-155.
- Fama, E.F. and K.R. French, "The Cross- Section of Expected Stock Returns," Journal of Finance, Vol.47(1992), pp.427-465. https://doi.org/10.1111/j.1540-6261.1992.tb04398.x
- Fama, E.F. and K.R. French, "Value Versus Growth:The International Evidence," Journal of Finance, Vol.53(1998), pp.1975-1999. https://doi.org/10.1111/0022-1082.00080
- Fernandez, P., "Valuation Using Multiples: How do Analysts Reach Their Conclusion?," SSRN Working Paper, 2001.
- Kim, S.W. and B.S. Lee, "Stock Returns, Asymmetric Volatility, Risk Aversion, and Business Cycle:Some New Evidence," Economic Inquiry, Vol.46(2008), pp.131-148. https://doi.org/10.1111/j.1465-7295.2007.00066.x
- Lopes, A., E. Lanzer, M. Lima, and N. Costa Jr., "DEA Investment Strategy in the Brazilian Stock Market," Economics Bulletin, Vol. 13, No.2(2008), pp.1-10.
- Powers, J. and P.R. McMullen, "Using Data Envelopment Analysis To Select Efficient Large Market Cap Securities," Journal of Business and Management, Vol.7, No.2(2000), pp.31-42.