Use of DEA cross-efficiency evaluation in portfolio selection: an application to Korean stock market
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Cites work
- A Methodology for Collective Evaluation and Selection of Industrial R&D Projects
- A Procedure for Ranking Efficient Units in Data Envelopment Analysis
- Efficiency and Cross-efficiency in DEA: Derivations, Meanings and Uses
- Efficient resource allocation via efficiency bootstraps: an application to R\&D project budgeting
- Enhancement of equity portfolio performance using data envelopment analysis
- Measuring the efficiency of decision making units
- Nonparametric Analysis of Technical and Allocative Efficiencies in Production
- Polyhedral cone-ratio DEA models with an illustrative application to large commercials banks
- Portfolio selection under DEA-based relative financial strength indicators: case of US industries
- Preference voting and project ranking using DEA and cross-evaluation
- Ranking intervals and dominance relations for ratio-based efficiency analysis
- Relationships between Data Envelopment Analysis and Multicriteria Decision Analysis
- Undesiderable outputs in efficiency valuations
- Variables With Negative Values In Dea
Cited in
(40)- Ranking decision making units: the cross-efficiency evaluation
- Stock efficiency evaluation based on multiple risk measures: a DEA-like envelopment approach
- Utilising data envelopment analysis for selecting stock and benchmark firms in Tehran stock exchange
- Selecting the best of portfolio using OWA operator weights in cross efficiency-evaluation
- Integrated data envelopment analysis and cooperative game for evaluating energy efficiency of transportation sector: a case of Iran
- Peer-judgment risk minimization using DEA cross-evaluation with an application in fishery
- Efficiency evaluation of fuzzy portfolio in different risk measures via DEA
- A new DEA approach to fully rank DMUs with an application to MBA programs
- Efficiency evaluation of very large-scale samples: data envelopment analysis with angle-index synthesis
- Fuzzy measures for fuzzy cross efficiency in data envelopment analysis
- On Pareto-optimality in the cross-efficiency evaluation
- Portfolio optimization with asset preselection using data envelopment analysis
- Stock assessment using cumulative prospect theory in DEA cross-efficiency model: a case study of the Indian stock market
- Optimization of short-term stock selection based on volume and price using a non-cooperative parallel DEA model
- A Portfolio Selection Methodology Based on Data Envelopment Analysis
- An aggressive game cross-efficiency evaluation in data envelopment analysis
- On the construction of a feasible range of multidimensional poverty under benchmark weight uncertainty
- Data envelopment analysis based fuzzy multi-objective portfolio selection model involving higher moments
- A modification of a mixed integer linear programming (MILP) model to avoid the computational complexity
- Cross-efficiency evaluation and improvement in two-stage network data envelopment analysis
- Gangless cross-evaluation in DEA: an application to stock selection
- A DEA ranking method based on cross-efficiency intervals and signal-to-noise ratio
- A stochastic cross-efficiency DEA approach based on the prospect theory and its application in winner determination in public procurement tenders
- Efficient allocation of resources to a portfolio of decision making units
- Logical efficiency decomposition for general two-stage systems in view of cross efficiency
- Data envelopment analysis cross efficiency evaluation with reciprocal behaviors
- Selecting slacks-based data envelopment analysis models
- Enhancement of equity portfolio performance using data envelopment analysis
- DEA cross-efficiency evaluation based on Pareto improvement
- Allocation of weights using simultaneous optimization of inputs and outputs contribution in cross-efficiency evaluation of DEA
- DEA cross‐efficiency aggregation based on preference structure and acceptability analysis
- Multiple attribute decision making based on cross-evaluation with uncertain decision parameters
- Fuzzy cross-efficiency evaluation: a possibility approach
- Model to estimate monthly time horizons for application of DEA in selection of stock portfolio and for maintenance of the selected portfolio
- An improved cross-ranking method in data envelopment analysis
- Cross-efficiency evaluation in data envelopment analysis based on prospect theory
- An equilibrium efficiency frontier data envelopment analysis approach for evaluating decision-making units with fixed-sum outputs
- Equity portfolio optimization: a DEA based methodology applied to the Zagreb stock exchange
- A new Monte Carlo based procedure for complete ranking efficient units in DEA models
- How does price (in)efficiency influence cryptocurrency portfolios performance? The role of multifractality
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