DEA models equivalent to general Nth order stochastic dominance efficiency tests
DOI10.1016/J.ORL.2016.02.007zbMATH Open1408.90146OpenAlexW2271692723MaRDI QIDQ1785765FDOQ1785765
Authors: Martin Branda, Miloš Kopa 
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
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Management decision making, including multiple objectives (90B50) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08)
Cites Work
- Measuring the efficiency of decision making units
- Profit, directional distance functions, and Nerlovian efficiency
- Negative data in DEA: a directional distance approach applied to bank branches
- Diversification-consistent data envelopment analysis with general deviation measures
- Reformulations of input-output oriented DEA tests with diversification
- On relations between DEA-risk models and stochastic dominance efficiency tests
- Data envelopment analysis models of investment funds
- Handbook on data envelopment analysis
- General linear formulations of stochastic dominance criteria
- Standard stochastic dominance
- A general test for SSD portfolio efficiency
Cited In (8)
- On relations between DEA-risk models and stochastic dominance efficiency tests
- Investigating models of stochastic data envelopment analysis
- On the impact of conditional expectation estimators in portfolio theory
- Individual optimal pension allocation under stochastic dominance constraints
- Efficiency evaluation of fuzzy portfolio in different risk measures via DEA
- On the construction of a feasible range of multidimensional poverty under benchmark weight uncertainty
- Dynamic network DEA approach with diversification to multi-period performance evaluation of funds
- Efficiency evaluation with cross-efficiency in the presence of undesirable outputs in stochastic environment
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