Pages that link to "Item:Q2253611"
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The following pages link to Diversification-consistent data envelopment analysis with general deviation measures (Q2253611):
Displayed 18 items.
- Mean-value at risk portfolio efficiency: approaches based on data envelopment analysis models with negative data and their empirical behaviour (Q262452) (← links)
- Sensitivity and stability analysis in DEA with bounded uncertainty (Q276324) (← links)
- An equilibrium efficiency frontier data envelopment analysis approach for evaluating decision-making units with fixed-sum outputs (Q297292) (← links)
- On relations between DEA-risk models and stochastic dominance efficiency tests (Q301149) (← links)
- Trade-off between robust risk measurement and market principles (Q493244) (← links)
- DEA frontier improvement and portfolio rebalancing: an application of China mutual funds on considering sustainability information disclosure (Q1744488) (← links)
- DEA models equivalent to general $N$th order stochastic dominance efficiency tests (Q1785765) (← links)
- Dynamic network DEA approach with diversification to multi-period performance evaluation of funds (Q2014599) (← links)
- Multiplier dynamic data envelopment analysis based on directional distance function: an application to mutual funds (Q2030353) (← links)
- Nested dynamic network data envelopment analysis models with infinitely many decision making units for portfolio evaluation (Q2030733) (← links)
- Data envelopment analysis based fuzzy multi-objective portfolio selection model involving higher moments (Q2198198) (← links)
- Proactive data envelopment analysis: effective production and capacity expansion in stochastic environments (Q2255973) (← links)
- Sample approximation technique for mixed-integer stochastic programming problems with expected value constraints (Q2448164) (← links)
- Reformulations of input-output oriented DEA tests with diversification (Q2450703) (← links)
- Performance evaluation of portfolios with fuzzy returns (Q5214313) (← links)
- Estimation of fuzzy portfolio efficiency via an improved DEA approach (Q5882404) (← links)
- Measuring the dynamic efficiency of socially responsible investment funds: evidence from dynamic network DEA with diversification (Q5883618) (← links)
- Measuring the overall efficiency of SRI and conventional mutual funds by a diversification‐consistent DEA model (Q6056281) (← links)