scientific article; zbMATH DE number 1487088

MaRDI QIDQ4493628zbMATH OpenFDO

Authors I. M. Premachandra, John G. Powell, John G. Watson

Publication date 20 May 2001

zbMATH Keywords

data envelopment analysismutual fund performance evaluationstochastic data envelopment analysis

Mathematics Subject Classification ID

Operations research and management science (90B99)

Recommendations

• Data envelopment analysis of mutual funds based on second-order stochastic dominance
• Stochastic data envelopment analysis in measuring the efficiency of Taiwan commercial banks
• Data envelopment analysis with stochastic data
• Stochastic data envelopment analysis -- a review
• Data envelopment analysis for efficiency measurement in the stochastic case

Cited in

(3)

• Resampling DEA estimates of investment fund performance
• Proactive data envelopment analysis: effective production and capacity expansion in stochastic environments
• Stochastic programming DEA model of fundamental analysis of public firms for portfolio selection

Describes a project that uses

Uses Software

• Excel

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