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

Table 2

Estimated result of the maintenance horizon.

Line matrix of tested monthly horizons of the future		=
4	8	9	10	11	12
Matrix binary line of decision variables		=
0	0	0	0	0	1
Scalar results of portfolio maintenance		=
12
					2.1499