Search Results - subject:"function"

Optimal portfolio analysis using power and natural logarithm utility functions with e-commerce data

Diyanti, Apni; Ansori, Moch. Fandi; Hariyanto, Susilo; … - In: International Journal of Financial Studies : open … 13 (2025) 3, pp. 1-29

, including the power utility function, the natural logarithm utility function, and a combination of both, to capture varying … utility function that failed to produce closed-form solutions was solved through the use of a numerical method to approximate … each utility function, providing investors with a structured framework for determining optimal portfolio weights consistent …

Persistent link: https://www.econbiz.de/10015457497

Estimating nonparametric conditional frontiers and efficiencies : a new approach

Mastromarco, Camilla; Simar, Léopold; Van Keilegom, Ingrid - In: The econometrics journal 28 (2025) 3, pp. 502-528

Persistent link: https://www.econbiz.de/10015459795

Efficiency and productivity of public sector thermal power generation in India

Madan, Sonu; Singh, Satvir - In: Thailand and the world economy 43 (2025) 2, pp. 1-21

The objective of this study is to conduct an analysis of the efficiency and productivity of a thermal power generation plant in the Indian public sector. This analysis has been carried out using the non-parametric Data Envelopment Analysis (DEA) methodology, focusing on the period from 2014-15...

Persistent link: https://www.econbiz.de/10015462006

Exploring the stochastic production frontier in the presence of outliers : a simulation study

Djuraidah, Anik; Pranata, Ismail - In: Statistics in transition : an international journal of … 26 (2025) 3, pp. 117-133

Technical efficiency measures the performance of an observation unit in generating outputs effectively. The stochastic production frontier (SPF), which is a commonly used method for this purpose, determines how close a unit is to achieving maximum output based on its inputs. However, the...

Persistent link: https://www.econbiz.de/10015506655

Estimating production technologies using multi-output adaptive constrained enveloping splines

España, Victor J.; Aparicio, Juan; Barber, Xavier - In: Computers & operations research : an international journal 184 (2025), pp. 1-21

Persistent link: https://www.econbiz.de/10015519639

The economics of risk sharing in discrete time with translation invariant recursive utility

Aase, Knut K. - 2025

Persistent link: https://www.econbiz.de/10015473078

Constant returns-to-scale production technologies with fixed ratio inputs and outputs

Olesen, Ole Bent; Papaioannou, Grammatoula; Podinovski, … - In: Journal of productivity analysis : an official journal … 63 (2025) 1, pp. 37-48

Persistent link: https://www.econbiz.de/10015440321

Maximum likelihood estimation of normal-gamma and normal-Nakagami stochastic frontier models

Stead, Alexander D. - In: Journal of productivity analysis : an official journal … 63 (2025) 2, pp. 183-198

Persistent link: https://www.econbiz.de/10015440374

Conical free disposal hull estimators of directional distances and Luenberger productivity indices for general technologies

Daraio, Cinzia; Di Leo, Simone; Simar, Léopold - In: European journal of operational research : EJOR 323 (2025) 3, pp. 907-917

Persistent link: https://www.econbiz.de/10015432942

Estimating non-overfitted convex production technologies : a stochastic machine learning approach

Guillen, Maria D.; Charles, Vincent; Aparicio, Juan - In: European journal of operational research : EJOR 323 (2025) 1, pp. 224-240

Persistent link: https://www.econbiz.de/10015415547