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Portfolio selection in a multi...
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1
Portfolio selection in a multi-input multi-output setting : a simple Monte-Carlo-FDH algorithm
Nalpas, Nicolas
;
Simar, Léopold
;
Vanhems, Anne
-
2016
Persistent link: https://www.econbiz.de/10012216665
Saved in:
2
Sensitivity to measurement errors of the distance to the efficient frontier
Briere, Marie
;
Simar, Léopold
;
Szafarz, Ariane
; …
-
2023
Persistent link: https://www.econbiz.de/10014279640
Saved in:
3
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
Saved in:
4
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
Saved in:
5
Efficiency
measurement for revenue management
Nikitin, Fedor
;
Tolvanen, Antti
- In:
Journal of revenue and pricing management
21
(
2022
)
6
,
pp. 638-644
Persistent link: https://www.econbiz.de/10013463857
Saved in:
6
A multiobjective optimization approach to compute the efficient frontier in data envelopment analysis
Ehrgott, Matthias
;
Hasannasab, Maryam
;
Raith, Andrea
-
2022
-scale artificial data sets, our algorithm is faster than computing the
efficiency
scores of all decision-making units via linear …
Persistent link: https://www.econbiz.de/10014085540
Saved in:
7
Efficient goal probabilities : a new frontier
Das, Sanjiv R.
;
Ostrov, Daniel
;
Radhakrishnan, Anand
; …
- In:
Journal of investment management : JOIM
21
(
2023
)
3
,
pp. 4-28
Persistent link: https://www.econbiz.de/10014390435
Saved in:
8
The
efficiency
of performance-based fee funds
Díaz-Mendoza, Ana C.
;
López-Espinosa, Germán
;
Ruíz …
- In:
European financial management : the journal of the …
20
(
2014
)
4
,
pp. 825-855
Persistent link: https://www.econbiz.de/10010503538
Saved in:
9
Mutual fund performance benchmarking using a quadratic directional distance function approach
Pendaraki, Konstantina
- In:
International journal of financial engineering and risk …
2
(
2015
)
1
,
pp. 30-47
Persistent link: https://www.econbiz.de/10011344303
Saved in:
10
Communicating the parameter uncertainty in the IQWIG
efficiency
frontier to decision-makers
Stollenwerk, Björn
;
Lhachimi, Stefan K.
;
Briggs, …
- In:
Health economics
24
(
2015
)
4
,
pp. 481-490
Persistent link: https://www.econbiz.de/10011317704
Saved in:
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