Diversification-consistent data envelopment analysis with general deviation measures
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Publication:2253611
DOI10.1016/j.ejor.2012.11.007zbMath1292.91190OpenAlexW2079542821MaRDI QIDQ2253611
Publication date: 27 July 2014
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2012.11.007
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Large-scale problems in mathematical programming (90C06) Portfolio theory (91G10)
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