On relations between DEA-risk models and stochastic dominance efficiency tests
| Year of publication: |
2014
|
|---|---|
| Authors: | Branda, Martin ; Kopa, Milos̆ |
| Published in: |
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies. - Berlin : Springer, ISSN 1435-246X, ZDB-ID 1178875-6. - Vol. 22.2014, 1, p. 13-35
|
| Subject: | Data envelopment analysis | Second-order stochastic dominance | Pairwise SSD efficiency | Convex SSD efficiency | SSD portfolio efficiency | Data-Envelopment-Analyse | Theorie | Theory | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Effizienz | Efficiency | Technische Effizienz | Technical efficiency | Mathematische Optimierung | Mathematical programming | Bootstrap-Verfahren | Bootstrap approach | Nichtparametrisches Verfahren | Nonparametric statistics |
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