Model to Estimate Monthly Time Horizons for Application of DEA in Selection of Stock Portfolio and for Maintenance of the Selected Portfolio

Table 1

Estimated result of the monthly horizon of data collection.

Line matrix of tested monthly horizons of the past						=
32	30	31	29	28	27	26	25	24	20	16	12	8	4
Matrix binary line of decision variables						=
0	0	0	0	0	0	1	0	0	0	0	0	0	0
Scalar results of data collection						=
26
Objective function											=	2.1499