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  • Search: subject:"Directional-distance measure"
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Year of publication
Subject
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Data envelopment analysis 3 Data-Envelopment-Analyse 2 Directional-distance measure 2 Diversification 2 Efficiency 2 Effizienz 2 Financial efficiency 2 Second-order stochastic dominance 2 Technical efficiency 2 Technische Effizienz 2 Theorie 2 Theory 2 Directional distance measure 1 Diversification-consistent DEA 1 Diversifikation 1 Empirical behaviour 1 Estimation 1 Measurement 1 Messung 1 Portfolio efficiency 1 Portfolio selection 1 Portfolio-Management 1 Risiko 1 Risikomaß 1 Risk 1 Risk measure 1 Risk-shaping 1 Schätzung 1 Value at risk 1
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Undetermined 2
Type of publication
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Article 3
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2 Undetermined 1
Author
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Branda, Martin 3
Published in...
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4OR : a quarterly journal of operations research 1 Omega 1 Omega : the international journal of management science 1
Source
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ECONIS (ZBW) 2 RePEc 1
Showing 1 - 3 of 3
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Diversification-consistent data envelopment analysis based on directional-distance measures
Branda, Martin - In: Omega 52 (2015) C, pp. 65-76
We propose new diversification-consistent DEA models suitable for assessing efficiency of investment opportunities available on financial markets. The formulations based on directional distance measures enable to use several risk measures as inputs and return measures as outputs, which can take...
Persistent link: https://www.econbiz.de/10011190642
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Cover Image
Diversification-consistent data envelopment analysis based on directional-distance measures
Branda, Martin - In: Omega : the international journal of management science 52 (2015), pp. 65-76
Persistent link: https://www.econbiz.de/10010485949
Saved in:
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Mean-value at risk portfolio efficiency : approaches based on data envelopment analysis models with negative data and their empirical behaviour
Branda, Martin - In: 4OR : a quarterly journal of operations research 14 (2016) 1, pp. 77-99
Persistent link: https://www.econbiz.de/10011698229
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