Robust data envelopment analysis via ellipsoidal uncertainty sets with application to the Italian banking industry
Year of publication: |
2020
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Authors: | Mensah, Emmanuel Kwasi |
Published in: |
Decisions in economics and finance : a journal of applied mathematics. - Milano : Springer Italia, ISSN 1129-6569, ZDB-ID 2023516-1. - Vol. 43.2020, 2, p. 491-518
|
Subject: | Robust optimization | Ellipsoidal uncertainty set | Robust data environment analysis (RDEA) | Robust additive DEA | Italian banks efficiency | Data-Envelopment-Analyse | Data envelopment analysis | Robustes Verfahren | Robust statistics | Bank | Italien | Italy | Theorie | Theory | Technische Effizienz | Technical efficiency | Entscheidung unter Unsicherheit | Decision under uncertainty | Mathematische Optimierung | Mathematical programming | Risiko | Risk |
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