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Measuring efficiency for volatile exposure to exchange rate risk base supported by Fuzzy DEA approach

Kuo, Hsien-chang; Wang, Lie-huey - In: The ICFAI university journal of financial risk … 6 (2009) 1, pp. 7-35

Persistent link: https://www.econbiz.de/10003837539

Prioritizing of volatility models : a computational analysis using data envelopment analysis

Petridis, Konstantinos; Petridis, Nikolaos E.; … - In: International transactions in operational research : a … 30 (2023) 5, pp. 2302-2334

Persistent link: https://www.econbiz.de/10014259155

A data envelopment analysis-based framework for the relative performance evaluation of competing crude oil prices' volatility forecasting models

Xu, Bing; Ouenniche, Jamal - In: Energy economics 34 (2012) 2, pp. 576-583

Persistent link: https://www.econbiz.de/10009618682

DEA models incorporating uncertain future performance

Chang, Tsung-Sheng; Tone, Kaoru; Wu, Chen-Hui - In: European journal of operational research : EJOR 254 (2016) 2, pp. 532-549

Persistent link: https://www.econbiz.de/10011508965

Forecasting models evaluation using a slacks-based context-dependent dea framework

Ouenniche, Jamal; Xu, Bing; Tone, Kaoru - In: The journal of applied business research 30 (2014) 5, pp. 1477-1483

Persistent link: https://www.econbiz.de/10010470513

Business failure, efficiency, and volatility : evidence from the European insurance industry

Eling, Martin; Jia, Ruo - In: International review of financial analysis 59 (2018), pp. 58-76

Persistent link: https://www.econbiz.de/10012006915

A dynamic conditionally heteroscedastic stochastic frontier model

Löthgren, Mickael - 1998

Persistent link: https://www.econbiz.de/10000984774

Output volatility and efficiency gains : evidence from Latin American gross value added

Hafner, Kurt - In: Journal of applied economics 24 (2021) 1, pp. 277-296

Based on gross value added (GVA) shares of economic activities from 1990 to 2014, the paper shows that convex growth-instability frontiers exist for 19 Latin American countries. Numerical simulations show that in 2011, Latin America's industry portfolios were below Markowitz's efficiency...

Persistent link: https://www.econbiz.de/10012588758

Efficient multipowers

Kolokolov, Aleksey; Renò, Roberto - In: Journal of financial econometrics : official journal of … 16 (2018) 4, pp. 629-659

Persistent link: https://www.econbiz.de/10011988002

Decoding financial performance of US-listed entities : a sectoral exploration of input efficiency amid stochastic volatility

Andrews, Antony; Kumar, Nikeel Nishkar - In: Finance research letters 64 (2024), pp. 1-6

Persistent link: https://www.econbiz.de/10014531748

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