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  • Search: subject:"Diversification-consistent DEA"
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Year of publication
Subject
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Data envelopment analysis 2 Data-Envelopment-Analyse 2 Diversification-consistent DEA 2 Efficiency 2 Effizienz 2 Estimation 2 Portfolio efficiency 2 Portfolio selection 2 Portfolio-Management 2 Risiko 2 Risk 2 Schätzung 2 Technical efficiency 2 Technische Effizienz 2 Bootstrap approach 1 Bootstrap-Verfahren 1 Directional distance measure 1 Empirical behaviour 1 Estimation theory 1 Mean-variance criterion 1 Parameter uncertainty 1 Risikomaß 1 Risk measure 1 Risk-shaping 1 Schätztheorie 1 Theorie 1 Theory 1 Value at risk 1
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Online availability
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Undetermined 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Branda, Martin 1 Liu, Wenbin 1 Ren, Tiantian 1 Xiao, Helu 1 Zhou, Zhongbao 1
Published in...
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4OR : a quarterly journal of operations research 1 Omega : the international journal of management science 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Parameter uncertainty in estimation of portfolio efficiency : evidence from an interval diversification-consistent DEA approach
Xiao, Helu; Ren, Tiantian; Zhou, Zhongbao; Liu, Wenbin - In: Omega : the international journal of management science 103 (2021), pp. 1-25
Persistent link: https://www.econbiz.de/10012581724
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Cover Image
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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