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Full-Text Articles in Business

A Data Envelopment Analysis Approach To Portfolio Selection: An Application To The Blue Chip Stocks In The Philippine Stock Exchange (2010-2019), Vishal Bhagia, Colleen Monica K. Chiu, Paulynne J. Castillo, Roberto B. Raymundo, Joel Q. Tanchuco Nov 2021

A Data Envelopment Analysis Approach To Portfolio Selection: An Application To The Blue Chip Stocks In The Philippine Stock Exchange (2010-2019), Vishal Bhagia, Colleen Monica K. Chiu, Paulynne J. Castillo, Roberto B. Raymundo, Joel Q. Tanchuco

Angelo King Institute for Economic and Business Studies (AKI)

There has been a growing interest in the application of data envelopment analysis (DEA) as a nonparametric approach in portfolio optimization due to its flexibility in overcoming the limitations of the conventional mean-variance portfolio (MVP) model. Therefore, this study aims to validate the allocative efficiency of the DEA cross-efficiency model using blue chip stocks in the Philippine Stock Exchange from 2010 to 2019. This study finds that the proposed model is able to distinguish a unique set of best-performing stocks across each holding period and outperforms the MVP more consistently. The results of this study suggest that the proposed DEA …


Database Formation Of Labor Profiles In Upskilling And Reskilling Programs To Prepare The Philippine Labor Force For The 4ir, Breanna Michaela S. Alaras, Malakai Rei F. Feliciano, Salian Idhanth, Abijah Kathryn B. Sta Ana Jul 2021

Database Formation Of Labor Profiles In Upskilling And Reskilling Programs To Prepare The Philippine Labor Force For The 4ir, Breanna Michaela S. Alaras, Malakai Rei F. Feliciano, Salian Idhanth, Abijah Kathryn B. Sta Ana

Angelo King Institute for Economic and Business Studies (AKI)

The policy focuses on data management of opportunities for upskilling/reskilling and the profile management of individual laborers’ professional information to effectively integrate the influence of technology on day-to-day life (Schwab, 2016). Laborers that register onto the platform will be matched with programs that can help them meet demands that emerged due to the evolution of their job description. The registration is done to make workers capable of integrating new technologies of the Fourth Industrial Revolution (4IR) into their workflow. Reskilling and upskilling can evolve operators of the past into “smart operators” that can work with augmented reality, virtual reality, and …


From Tasks To Riches: A Task-Based Approach To The Determinants Of Wages, Brian Daguman, Samantha Victoria Abordo Baradas, Aileen Abigail D. Co, Martha Louise Delos Santos Jul 2021

From Tasks To Riches: A Task-Based Approach To The Determinants Of Wages, Brian Daguman, Samantha Victoria Abordo Baradas, Aileen Abigail D. Co, Martha Louise Delos Santos

Angelo King Institute for Economic and Business Studies (AKI)

In most written literature on labor, wages are determined by labor market supply and demand factors. With this, what a person can control to increase their wages is to focus on their skill endowments, particularly honing skills. These skills this paper will be focusing on are those occupational-specific, which pertains to the tasks and activities that a worker does in their job. That being said, it is important for an average worker to improve their skills through human capital (i.e., internships and on-the-job training) identified in this study as cognitive-interactive, Information and Communications Technology (ICT), and computational skills are found …