Purpose – The purpose of this work is twofold: on the one hand, recent methodologies will be used to estimate efficiency and productivity in Spain's non‐specialized retail sector for the period of 1997‐2007. In particular, the order‐ m approach proposed by Cazals et al. , which is based...

Purpose – The purpose of this paper is to develop a more robust methodology for asset allocation for the property investment market which takes into account inherent valuation and data issues. Design/methodology/approach – The methodology applied is that of a bootstrap, borrowed from...

Purpose – The purpose of this paper is to assess the performance of Greek fossil fuel‐fired power stations employing a data envelopment analysis (DEA) model combined with bootstrapping. Design/methodology/approach – DEA is used to derive aggregate performance indicators using data on...

Purpose – The paper seeks to explain volatility and risk (VaR) modelling using data from international financial markets, and particularly to evaluate the performance of minimum capital risk requirements (MCRR) estimates in an out-of-sample period using the bootstrapping approach....

Purpose – The paper seeks to explain volatility and risk (VaR) modelling using data from international financial markets, and particularly to evaluate the performance of minimum capital risk requirements (MCRR) estimates in an out‐of‐sample period using the bootstrapping approach....