DEA models equivalent to general $N$th order stochastic dominance efficiency tests
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Publication:1785765
DOI10.1016/j.orl.2016.02.007zbMath1408.90146OpenAlexW2271692723MaRDI QIDQ1785765
Publication date: 1 October 2018
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.orl.2016.02.007
data envelopment analysis$N$th order stochastic dominance efficiencyconvex NSD efficiencyNSD portfolio efficiency
Management decision making, including multiple objectives (90B50) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08)
Related Items (6)
Efficiency evaluation with cross-efficiency in the presence of undesirable outputs in stochastic environment ⋮ Individual optimal pension allocation under stochastic dominance constraints ⋮ Efficiency evaluation of fuzzy portfolio in different risk measures via DEA ⋮ Dynamic network DEA approach with diversification to multi-period performance evaluation of funds ⋮ On the impact of conditional expectation estimators in portfolio theory ⋮ On the construction of a feasible range of multidimensional poverty under benchmark weight uncertainty
Cites Work
- Measuring the efficiency of decision making units
- On relations between DEA-risk models and stochastic dominance efficiency tests
- Standard stochastic dominance
- Data envelopment analysis models of investment funds
- Profit, directional distance functions, and Nerlovian efficiency
- Handbook on data envelopment analysis
- Diversification-consistent data envelopment analysis with general deviation measures
- General linear formulations of stochastic dominance criteria
- Reformulations of input-output oriented DEA tests with diversification
- A general test for SSD portfolio efficiency
- Negative data in DEA: a directional distance approach applied to bank branches
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