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DEA-Risk Efficiency and Stocha...
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DEA-risk efficiency and stochastic dominance efficiency of stock indices
Branda, Martin
;
Kopa, Miloš
- In:
Finance a úvěr
62
(
2012
)
2
,
pp. 106-124
Persistent link: https://www.econbiz.de/10009740503
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2
DEA models equivalent to general imageth order stochastic dominance efficiency tests
Branda, Martin
;
Kopa, Miloš
- In:
Operations research letters
44
(
2016
)
2
,
pp. 285-289
Persistent link: https://www.econbiz.de/10011457629
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3
Reformulations of input–output oriented DEA tests with diversification
Branda, Martin
- In:
Operations research letters
41
(
2013
)
5
,
pp. 516-520
Persistent link: https://www.econbiz.de/10010191971
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4
Diversification-consistent data envelopment analysis with general deviation measures
Branda, Martin
- In:
European journal of operational research : EJOR
226
(
2013
)
3
,
pp. 626-635
Persistent link: https://www.econbiz.de/10009719670
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5
Sample approximation technique for mixed-integer stochastic programming problems with several chance constraints
Branda, Martin
- In:
Operations research letters
40
(
2012
)
3
,
pp. 207-211
Persistent link: https://www.econbiz.de/10009546518
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6
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
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7
Distributionally robust fixed interval scheduling on parallel identical machines under uncertain finishing times
Branda, Martin
- In:
Computers & operations research : and their …
98
(
2018
),
pp. 231-239
Persistent link: https://www.econbiz.de/10011886781
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8
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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9
On relations between DEA-risk models and stochastic dominance efficiency tests
Branda, Martin
;
Kopa, Milos̆
- In:
Central European journal of operations research : CEJOR …
22
(
2014
)
1
,
pp. 13-35
Persistent link: https://www.econbiz.de/10010231697
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10
Approximation and contamination bounds for probabilistic programs
Branda, Martin
;
Dupačová, Jitka
-
2012
Persistent link: https://www.econbiz.de/10009619701
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