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

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

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

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

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

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

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

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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) 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

Technical efficiency in the Chinese banking sector

Barros, Carlos Pestana; Chen, Zhongfei; Liang, Qi Bin; … - In: Economic modelling 28 (2011) 5, pp. 2083-2089

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Endogenous network efficiency, macroeconomy, and competition : evidence from the Portuguese banking industry

Alves, André Bernardo; Wanke, Peter; Antunes, Jorge … - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-20

Persistent link: https://www.econbiz.de/10012656914

A robust network DEA model for sustainability assessment : an application to Chinese provinces

Chen, Zhongfei; Kourtzidis, Stavros; Tzeremes, Panayiotis; … - In: Operational research : an international journal 22 (2022) 1, pp. 235-262

Persistent link: https://www.econbiz.de/10013173277