Pages that link to "Item:Q301149"
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The following pages link to On relations between DEA-risk models and stochastic dominance efficiency tests (Q301149):
Displaying 13 items.
- Mean-value at risk portfolio efficiency: approaches based on data envelopment analysis models with negative data and their empirical behaviour (Q262452) (← links)
- On relations between DEA-risk models and stochastic dominance efficiency tests (Q301149) (← links)
- The state of financial modelling in 2012, as shaped by the GFC (Q301201) (← links)
- Enhanced index tracking with CVaR-based ratio measures (Q827152) (← links)
- DEA models equivalent to general $N$th order stochastic dominance efficiency tests (Q1785765) (← links)
- On the impact of conditional expectation estimators in portfolio theory (Q1789633) (← links)
- Editorial: special issue on data envelopment analysis (Q1989782) (← links)
- Improving discrimination in data envelopment analysis without losing information based on Renyi's entropy (Q1989807) (← links)
- Dynamic network DEA approach with diversification to multi-period performance evaluation of funds (Q2014599) (← links)
- Two-Stage Optimization Problems with Multivariate Stochastic Order Constraints (Q2800361) (← links)
- Measuring the overall efficiency of SRI and conventional mutual funds by a diversification‐consistent DEA model (Q6056281) (← links)
- Distorted probability operator for dynamic portfolio optimization in times of socio-economic crisis (Q6090368) (← links)
- Buffered-ranking intervals for virtual profit efficiency analysis (Q6090374) (← links)
