Nested dynamic network data envelopment analysis models with infinitely many decision making units for portfolio evaluation
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Publication:2030733
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- Data envelopment analysis of mutual funds based on second-order stochastic dominance
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- Dynamic network DEA approach with diversification to multi-period performance evaluation of funds
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- scientific article; zbMATH DE number 5080888 (Why is no real title available?)
- scientific article; zbMATH DE number 51089 (Why is no real title available?)
- scientific article; zbMATH DE number 1250597 (Why is no real title available?)
- Linear and mixed integer programming for portfolio optimization
- Mean-value at risk portfolio efficiency: approaches based on data envelopment analysis models with negative data and their empirical behaviour
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Cited in
(8)- Model to estimate monthly time horizons for application of DEA in selection of stock portfolio and for maintenance of the selected portfolio
- Performance evaluation of portfolios with margin requirements
- Evaluating the dynamic performance of energy portfolios: empirical evidence from the DEA directional distance function
- Dynamic network DEA approach with diversification to multi-period performance evaluation of funds
- The COVID-19 pandemic and the performance of healthcare supply chains
- Planning methods using data envelopment analysis and Markov systems
- Data envelopment analysis with shrinkage estimators
- Network data envelopment analysis with data-driven absolute standards
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