Search Results - subject:"Efficient sets"

Sufficient conditions under which SSD- and MR-efficient sets are identical

Schuhmacher, Frank; Auer, Benjamin R. - In: European Journal of Operational Research 239 (2014) 3, pp. 756-763

. Because MR models generally lead to different efficient sets and thus are a continuing source of controversy, the specific … concern of this article is not to suggest another MR model. Instead, we show that the SSD- and MR-efficient sets are identical …

Persistent link: https://www.econbiz.de/10010906818

Sufficient conditions under which SSD- and MR-efficient sets are identical

Schuhmacher, Frank; Auer, Benjamin R. - In: European journal of operational research : EJOR 239 (2014) 3, pp. 756-763

Persistent link: https://www.econbiz.de/10010411512

Efficient sets are small

Beardon, Alan F.; Rowat, Colin - In: Journal of Mathematical Economics 49 (2013) 5, pp. 367-374

We introduce efficient sets, a class of sets in Rp in which, in each set, no element is greater in all dimensions than …–variance frontiers, production possibility frontiers, and Pareto efficient sets. By Lebesgue’s density theorem, efficient sets have p …

Persistent link: https://www.econbiz.de/10011065436

Efficient sets are small

Beardon, Alan F.; Rowat, Colin - In: Journal of mathematical economics 49 (2013) 5, pp. 367-374

Persistent link: https://www.econbiz.de/10010190183

Connectedness of super efficient sets in vector optimization of set-valued maps

Li, Zhong-Fei; Wang, Shou-Yang - In: Computational Statistics 48 (1998) 2, pp. 207-217

This paper deals with the super efficient sets in vector optimization of set-valued maps. It is proved that these sets …

Persistent link: https://www.econbiz.de/10010847577

Connectedness of super efficient sets in vector optimization of set-valued maps

Li, Zhong-Fei; Wang, Shou-Yang - In: Mathematical Methods of Operations Research 48 (1998) 2, pp. 207-217

This paper deals with the super efficient sets in vector optimization of set-valued maps. It is proved that these sets …

Persistent link: https://www.econbiz.de/10010950008

On the relative efficiency of nth order and DARA stochastic dominance rules

Basso, Antonella; Pianca, Paolo - In: Applied Mathematical Finance 4 (1997) 4, pp. 207-222

It is known that third order stochastic dominance implies DARA dominance while no implications exist between higher orders and DARA dominance. A recent contribution points out that, with regard to the problem of determining lower and upper bounds for the price of a financial option, the DARA...

Persistent link: https://www.econbiz.de/10005639868