Pages that link to "Item:Q421799"

The following pages link to Data envelopment analysis models of investment funds (Q421799):

Displaying 23 items.

• Mean-value at risk portfolio efficiency: approaches based on data envelopment analysis models with negative data and their empirical behaviour (Q262452) (← links)
• An equilibrium efficiency frontier data envelopment analysis approach for evaluating decision-making units with fixed-sum outputs (Q297292) (← links)
• On relations between DEA-risk models and stochastic dominance efficiency tests (Q301149) (← links)
• Model to estimate monthly time horizons for application of DEA in selection of stock portfolio and for maintenance of the selected portfolio (Q1667058) (← links)
• Portfolio selection in a multi-moment setting: a simple Monte-Carlo-FDH algorithm (Q1695045) (← links)
• Performance evaluation of portfolios with margin requirements (Q1718776) (← links)
• DEA frontier improvement and portfolio rebalancing: an application of China mutual funds on considering sustainability information disclosure (Q1744488) (← links)
• DEA models equivalent to general $N$th order stochastic dominance efficiency tests (Q1785765) (← 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)
• Data envelopment analysis based fuzzy multi-objective portfolio selection model involving higher moments (Q2198198) (← links)
• Resampling DEA estimates of investment fund performance (Q2253401) (← links)
• Proactive data envelopment analysis: effective production and capacity expansion in stochastic environments (Q2255973) (← links)
• Constant and variable returns to scale DEA models for socially responsible investment funds (Q2256347) (← links)
• On the construction of a feasible range of multidimensional poverty under benchmark weight uncertainty (Q2333017) (← links)
• Data envelopment analysis in financial services: a citations network analysis of banks, insurance companies and money market funds (Q2399321) (← links)
• Reformulations of input-output oriented DEA tests with diversification (Q2450703) (← links)
• Stock efficiency evaluation based on multiple risk measures: a DEA-like envelopment approach (Q2674940) (← links)
• Ranking units and determining dominance relations in the cost efficiency analysis (Q2798109) (← links)
• Performance evaluation of portfolios with fuzzy returns (Q5214313) (← links)
• Estimation of fuzzy portfolio efficiency via an improved DEA approach (Q5882404) (← links)
• Measuring the dynamic efficiency of socially responsible investment funds: evidence from dynamic network DEA with diversification (Q5883618) (← links)
• Selecting slacks-based data envelopment analysis models (Q6112718) (← links)