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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
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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
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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
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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
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A dynamic conditionally heteroscedastic stochastic frontier model
Löthgren, Mickael - 1998
Persistent link: https://www.econbiz.de/10000984774
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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
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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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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
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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
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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