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A hybrid approach to the discrepancy in financial performance’s robustness

Arcidiacono, Sally Giuseppe; Rossello, Damiano - In: Operational research : an international journal 22 (2022) 5, pp. 5441-5476

Persistent link: https://www.econbiz.de/10013445626

Distributionally Robust Portfolio Optimization with STARR Performance Measure

Ji, Ran - 2020

utilize conic duality theory to reformulate the distributionally robust worst-case expectation constraint. Second, we devise a …

Persistent link: https://www.econbiz.de/10012840975

Distributionally robust portfolio optimization with linearized STARR performance measure

Ji, Ran; Lejeune, Miguel A.; Fan, Zhengyang - In: Quantitative finance 22 (2022) 1, pp. 113-127

Persistent link: https://www.econbiz.de/10012872526

Inter-firm performance for global networks : an optimisation model using Data Envelopment Analysis

Manzoni, Alex; Jie, Ferry - In: International journal of operations and quantitative … 20 (2014) 1, pp. 15-32

Persistent link: https://www.econbiz.de/10010467905

Using optimization algorithms of DEA and Grey system theory in strategic partner selection : an empirical study in Vietnam steel industry

Phu Nguyen Hoang; Nhu Ty Nguyen - In: Cogent business & management 7 (2020) 1, pp. 1-15

, Grey system theory is applied to predict their performance in the future period. The findings recommend the two leading …

Persistent link: https://www.econbiz.de/10012650199

Identifying production units with outstanding performance

Afsharian, Mohsen; Bogetoft Pedersen, Peter - In: European journal of operational research : EJOR 287 (2020) 3, pp. 1191-1194

Persistent link: https://www.econbiz.de/10012294038

Toward Better Measurement of Financial Performance : A Robust OEVA-TEVA Alternative to Biased EVA

Ibragimov, Rauf - 2019

We demonstrate analytically and illustrate with examples that the conventional measures of the residual operating income such as the Economic Value Added (EVA) are biased by design and so may yield a misleading assessment of financial performance. Fundamentally, the magnitude of the measurement...

Persistent link: https://www.econbiz.de/10012865144

Mathematical modelling of a robust inspection process plan : Taguchi and Monte Carlo methods

Mohammadi, Mehrdad; Siadat, Ali; Dantan, Jean-Yves; … - In: International journal of production research 53 (2015) 7, pp. 2202-2224

Persistent link: https://www.econbiz.de/10010514654

Decomposition-based approaches for a class of two-stage robust binary optimization problems

Arslan, Ayşe N.; Detienne, Boris - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 2, pp. 857-871

Persistent link: https://www.econbiz.de/10013361369

Robust reward-risk performance measures with weakly second-order stochastic dominance constraints

Kouaissah, Noureddine - In: The quarterly review of economics and finance : journal … 88 (2023), pp. 53-62

Persistent link: https://www.econbiz.de/10014427899