Pages that link to "Item:Q262452"
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The following pages link to Mean-value at risk portfolio efficiency: approaches based on data envelopment analysis models with negative data and their empirical behaviour (Q262452):
Displaying 6 items.
- A directional semi-oriented radial DEA measure: an application on financial stability and the efficiency of banks (Q1639285) (← links)
- Dynamic network DEA approach with diversification to multi-period performance evaluation of funds (Q2014599) (← links)
- Nested dynamic network data envelopment analysis models with infinitely many decision making units for portfolio evaluation (Q2030733) (← links)
- A random-fuzzy portfolio selection DEA model using value-at-risk and conditional value-at-risk (Q2154315) (← links)
- Data envelopment analysis in financial services: a citations network analysis of banks, insurance companies and money market funds (Q2399321) (← links)
- Estimation of fuzzy portfolio efficiency via an improved DEA approach (Q5882404) (← links)