Performance Evaluation in Stochastic Environments Using Mean-Variance Data Envelopment Analysis

DOI10.1287/OPRE.49.2.281.13529MaRDI QIDQ3635000zbMATH OpenOpenAlexFDO

Authors Thierry Post

Publication date 3 July 2009

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.49.2.281.13529

zbMATH Keywords

DEAmean-variance analysisstochastic dominance

Mathematics Subject Classification ID

Applications of statistics (62P99) Management decision making, including multiple objectives (90B50)

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Cited in

(8)

• Computational tractability of chance constrained data envelopment analysis
• An integrated approach of data envelopment analysis and boosted generalized linear mixed models for efficiency assessment
• Non-parametric tests of productive efficiency with errors-in-variables
• A study on the expected value model in time-series stochastic data envelopment analysis
• Efficiency analysis of supply chain processes
• Input/output selection in DEA under expert information, with application to financial markets
• Investigating models of stochastic data envelopment analysis
• Measuring performance in the presence of noisy data with targeted desirable levels: evidence from healthcare units

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