Reformulations of input-output oriented DEA tests with diversification (Q2450703): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1016/j.orl.2013.06.011
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+W2088393085
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@@ Property / cites work @@
+Coherent Measures of Risk
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+A data envelopment analysis approach to measure the mutual fund performance
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+Measuring the performance of ethical mutual funds: a DEA approach
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+Q2893936
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+Sample approximation technique for mixed-integer stochastic programming problems with several chance constraints
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+Stochastic programming problems with generalized integrated chance constraints
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+Diversification-consistent data envelopment analysis with general deviation measures
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+Single-period Markowitz portfolio selection, performance gauging, and duality: a variation on the Luenberger shortage function
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+Mutual fund performance evaluation using data envelopment analysis with new risk measures
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+Portfolio performance evaluation in a mean--variance--skewness framework
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+Geometric representation of the mean-variance-skewness portfolio frontier based upon the shortage function
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+Data envelopment analysis models of investment funds
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+Data envelopment analysis of mutual funds based on second-order stochastic dominance
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+TSD-consistent performance assessment of mutual funds
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+Efficiency of mutual funds and portfolio performance measurement: A non-parametric approach
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+Generalized deviations in risk analysis
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+Optimality conditions in portfolio analysis with general deviation measures
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+On a basic definition of returns to scale
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+Sample average approximation of expected value constrained stochastic programs
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