On relations between DEA-risk models and stochastic dominance efficiency tests (Q301149): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(4 intermediate revisions by 4 users not shown)
Property / describes a project that uses
 
Property / describes a project that uses: DDSIP / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s10100-012-0283-2 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2044107117 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: A data envelopment analysis approach to measure the mutual fund performance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Measuring the performance of ethical mutual funds: a DEA approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic programming problems with generalized integrated chance constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sample approximation technique for mixed-integer stochastic programming problems with several chance constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Diversification-consistent data envelopment analysis with general deviation measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximation and contamination bounds for probabilistic programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: On relations between DEA-risk models and stochastic dominance efficiency tests / rank
 
Normal rank
Property / cites work
 
Property / cites work: Programming with linear fractional functionals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Measuring the efficiency of decision making units / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mutual fund performance evaluation using data envelopment analysis with new risk measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Data envelopment analysis (DEA) -- thirty years on / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3412530 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A robust nonparametric approach to evaluate and explain the performance of mutual funds / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robustness in stochastic programs with risk constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Processing second-order stochastic dominance models using cutting-plane representations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on second-order stochastic dominance constraints induced by mixed-integer linear recourse / rank
 
Normal rank
Property / cites work
 
Property / cites work: Third Degree Stochastic Dominance and Mean-Risk Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4758141 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Efficiency Analysis of Choices Involving Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multicriteria approaches for ranking of efficient units in DEA models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3585648 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3604338 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Data envelopment analysis models of investment funds / rank
 
Normal rank
Property / cites work
 
Property / cites work: Resampling DEA estimates of investment fund performance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Dominance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic dominance efficiency analysis of diversified portfolios: classification, comparison and refinements / rank
 
Normal rank
Property / cites work
 
Property / cites work: Data envelopment analysis of mutual funds based on second-order stochastic dominance / rank
 
Normal rank
Property / cites work
 
Property / cites work: New Formulations for Optimization under Stochastic Dominance Constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical methods for stochastic programs with second order dominance constraints with applications to portfolio optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficiency of mutual funds and portfolio performance measurement: A non-parametric approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5844986 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On consistency of stochastic dominance and mean-semideviation models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dual Stochastic Dominance and Related Mean-Risk Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2724706 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized deviations in risk analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a basic definition of returns to scale / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 06:45, 12 July 2024

scientific article
Language Label Description Also known as
English
On relations between DEA-risk models and stochastic dominance efficiency tests
scientific article

    Statements

    On relations between DEA-risk models and stochastic dominance efficiency tests (English)
    0 references
    0 references
    0 references
    29 June 2016
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    data envelopment analysis
    0 references
    second-order stochastic dominance
    0 references
    pairwise SSD efficiency
    0 references
    convex SSD efficiency
    0 references
    SSD portfolio efficiency
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references