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Persistent link: https://www.econbiz.de/10011861937
Performance measurement is an area of crucial interest in asset valuation and investment management. High volatility as well as time aggregation of returns, amongst other characteristics, may distort the results of conventional measures of performance. In this work, we study the performance of...
Persistent link: https://www.econbiz.de/10011870722
Schätzverfahren "Data Envelopment Analysis (DEA)" verwendet, das die Gesamteffizienz, die Skaleneffizienz und die technische (X … Einfluss auf die X-Effizienz vermutet wird, werden anhand des Tobit- Modells und der DEA-Bootstrap-Regression (DBR) ermittelt. …
Persistent link: https://www.econbiz.de/10003246043
A nonparametric Data Envelopment Analysis (DEA) is performed on hospitals in the federal state of Saxony (Germany) and … are not treated as an output but as an input. Second, the usual DEA assumption of a homogeneous sample is tested and … rejected for a large part of the observations. The proposed solution is to restrict DEA to comparable observations in the two …
Persistent link: https://www.econbiz.de/10010507017
with the Data Envelopment Analysis (DEA). Relevant factors that may affect the innovation system efficiency are summarized … Envelopment Analysis (DEA) ; Panel Data Analysis (PDA) …
Persistent link: https://www.econbiz.de/10009382443
with the Data Envelopment Analysis (DEA). Relevant factors that may affect the innovation system efficiency are summarized …
Persistent link: https://www.econbiz.de/10013113231
Attempts can be found in the DEA literature to identify returns to scale at efficient interior points of the production … then be established. -- Returns to scale ; DEA ; Interior points ; Vertices …
Persistent link: https://www.econbiz.de/10003865843
fundamental duality of linear programming. Empirical applications of DEA using linear programming showed a prevalence of zero … frontier production function. -- Weight restrictions ; DEA ; efficiency ; frontier production function ; primal and dual linear …
Persistent link: https://www.econbiz.de/10008840192
oriented layout selection by Data Envelopment Analysis (DEA) and proposes a genetic algorithm (GA) related to intelligent based … Envelopment Analysis (DEA) …
Persistent link: https://www.econbiz.de/10012848148
This article presents a new approach for building robust portfolios based on stochastic efficiency analysis and periods of market downturn. The empirical analysis is done on assets traded on the Brazil Stock Exchange, B3 (Brasil, Bolsa, Balcão). We start with information on the assets from...
Persistent link: https://www.econbiz.de/10012807295