equivalent to the initial unconstrained estimate if the regression function is in fact convex. If convexity is not present the …

convexity and efficient set characterization results on SD efficiency of a given portfolio relative to adiversified set of …

-free communication structure, it is the solution proposed by Herings, van der Laan and Talman (2008). We introduce the notion of link-convexity …, under which the game is shown to have a non-empty core and the average tree solution lies in the core. In general, link-convexity … is weaker than convexity. For games with a cycle-free communication structure, link-convexity is even weaker than super-additivity. …

conditional order-m frontiers without any convexity assumption on the technology. On the one hand, convexity has always been … convexity assumption can be reasonable and sometimes natural. Leading by these considerations, in this paper we propose a … measures of efficiency provide also indicators of convexity. Illustrations through simulated and real data (mutual funds …