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New DEA performance evaluation indices and their applications in the American fund market

Lin, Ruiyue; Chen, Zhiping - In: Asia Pacific journal of operational research : APJOR 25 (2008) 4, pp. 421-450

Persistent link: https://www.econbiz.de/10003765940

Mutual fund performance evaluation using data envelopment analysis with new risk measures

Chen, Zhiping; Lin, Ruiyue - In: OR spectrum : quantitative approaches in management 28 (2006) 3, pp. 375-398

Persistent link: https://www.econbiz.de/10003343640

Super-efficiency measurement under variable return to scale : an approach based on a new directional distance function

Lin, Ruiyue; Chen, Zhiping - In: Journal of the Operational Research Society : OR 66 (2015) 9, pp. 1506-1510

Persistent link: https://www.econbiz.de/10011417463

An equitable DEA-based approach for assigning fixed resources along with targets

Lin, Ruiyue; Chen, Zhiping; Li, Zongxin - In: Journal of the Operational Research Society : OR 67 (2016) 11, pp. 1373-1381

Persistent link: https://www.econbiz.de/10011575817

A directional distance based super-efficiency DEA model handling negative data

Lin, Ruiyue; Chen, Zhiping - In: Journal of the Operational Research Society : OR 68 (2017) 11, pp. 1312-1322

Persistent link: https://www.econbiz.de/10011815888

Dynamic network DEA approach with diversification to multi-period performance evaluation of funds

Lin, Ruiyue; Chen, Zhiping; Hu, Qianhui; Li, Zongxin - In: OR spectrum : quantitative approaches in management 39 (2017) 3, pp. 821-860

Persistent link: https://www.econbiz.de/10011707238

NEW DEA PERFORMANCE EVALUATION INDICES AND THEIR APPLICATIONS IN THE AMERICAN FUND MARKET

LIN, RUIYUE; CHEN, ZHIPING - In: Asia-Pacific Journal of Operational Research (APJOR) 25 (2008) 04, pp. 421-450

The data envelopment analysis (DEA) method is a mathematical programming approach to evaluate the relative performance of portfolios. Considering that the risk input indicators of existing DEA performance evaluation indices cannot reflect the pervasive fat tails and asymmetry in return...

Persistent link: https://www.econbiz.de/10005080673

How to improve sustainability for industrial sectors : optimizing production scales based on performance-oriented resource reallocation

Du, Juan; Xu, Yanhong; Wang, Yi - In: Energy economics 119 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014279684