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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
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Risk-aversion in data envelopment analysis models with diversification
Adam, Lukáš; Branda, Martin - In: Omega : the international journal of management science 102 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012514499
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Mean-value at risk portfolio efficiency : approaches based on data envelopment analysis models with negative data and their empirical behaviour
Branda, Martin - In: 4OR : a quarterly journal of operations research 14 (2016) 1, pp. 77-99
Persistent link: https://www.econbiz.de/10011698229
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Efficiency evaluation of fuzzy portfolio in different risk measures via DEA
Chen, Wei; Gai, Yuxi; Gupta, Pankaj - In: Recent advances in optimization theory and applications, (pp. 103-127). 2018
Persistent link: https://www.econbiz.de/10011943426
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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
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Ein Ansatz zur modellbasierten Steuerung von Investmentfonds
Eggers, Frank - 2004
Persistent link: https://www.econbiz.de/10001851233
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Copulas and risk measures for strategic asset allocation : a case study for central banks and sovereign wealth funds
Caillault, Cyril; Monier, Stéphane - In: Interest rate models, asset allocation and quantitative …, (pp. 158-177). 2010
Persistent link: https://www.econbiz.de/10008746615
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Copulas and risk measures for strategic asset allocation : a case study for central banks and sovereign wealth funds
Caillault, Cyril; Monier, Stéphane - In: Interest rate models, asset allocation and quantitative …, (pp. 158-177). 2010
Persistent link: https://www.econbiz.de/10003940928
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Empirical analysis of risk measurement of Chinese mutual funds
Yang, Ju - In: Quantitative financial risk management, (pp. 3-14). 2011
Persistent link: https://www.econbiz.de/10009301459