Showing 1 - 10 of 19
Quite a few studies have considered efficiency at the bank branch level by comparing mostly a single branch network, while an abundance of studies have focused on comparing banking institutions. However, to the best of our knowledge no study has ever assessed performance at the level of the...
Persistent link: https://www.econbiz.de/10009415872
As is well-known, surfaces in a 3-dimensional Euclidean Space can be represented locally by means of several types of equations. Although these are mathematically equivalent, this choice of representation can make a difference when it comes to visualizing the surface. More precisely, some...
Persistent link: https://www.econbiz.de/10009415879
Persistent link: https://www.econbiz.de/10009415917
The main aim of this contribution is to compare existing and newly developed techniques for geometrically representing mean-variance-skewness portfolio frontiers based on the rather widely adapted methodology of polynomial goal programming (PGP) on the one hand and the more recent approach based...
Persistent link: https://www.econbiz.de/10009415945
In this paper, we derive a classification of translation surfaces in the 3-dimensional Euclidean and Minkowski space, satisfying the Weingarten condition. Even though the family of translation surfaces is one of the simplest to consider, obtaining this classification is far from trivial and...
Persistent link: https://www.econbiz.de/10009415950
This note shows how the linear programs needed to compute cost and revenue functions under constant returns to scale and a single output or input, respectively, can be replaced with a more efficient enumeration algorithm. An empirical illustration shows the gain in computer time one can obtain.
Persistent link: https://www.econbiz.de/10009415977
The need to adapt Data Envelopment Analysis (DEA) and other frontier models in the context of negative data has been a rather neglected issue in the literature. Silva Portela, Thanassoulis, and Simpson (2004) proposed a variation on the directional distance function, a very general distance...
Persistent link: https://www.econbiz.de/10009415979
The literature suggests that investors prefer portfolios based on mean, variance and skewness rather than portfolios based on mean-variance (MV) criteria solely. Furthermore, a small variety of methods have been proposed to determine meanvariance-skewness (MVS) optimal portfolios. Recently, the...
Persistent link: https://www.econbiz.de/10009415984
In this article, surfaces are studied that arise from taking the tensor product of two curves. More specific, classification theorems are presented of flat tensor product surfaces of two semi-Euclidean planar curves. Also, using pseudospherical curves, pseudohyperbolical curves and curves having...
Persistent link: https://www.econbiz.de/10009415990
In the literature, two main ratio-based productivity indices have been defined in terms of a primal technology notion. While the Malmquist productivity index has become very popular, it has the problem that it is not always well-defined. By contrast, the less popular Hicks Moorsteen productivity...
Persistent link: https://www.econbiz.de/10009421618