Similar Search Results

Data envelopment analysis and stochastic equilibrium analysis for market power investigation in a bi-level market

Tseng, Chin-Yi; Lee, Chia-Yen; Wang, Qunwei; Wu, Changsong - In: Transportation research / E : an international journal 161 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013275817

Robustness of Farrell cost efficiency measurement under data perturbations : evidence from a US manufacturing application

Hatami-Marbini, Adel; Arabmaldar, Aliasghar - In: European journal of operational research : EJOR 295 (2021) 2, pp. 604-620

Persistent link: https://www.econbiz.de/10013205972

Improving information reliability of non-radial value efficiency analysis : an additive slacks based measure approach

Gerami, Javad; Mozaffari, Mohammad Reza; Wanke, Peter; … - In: European journal of operational research : EJOR 298 (2022) 3, pp. 967-978

Persistent link: https://www.econbiz.de/10013206917

Cone Ratio Models with Shared Resources and Unobservable Allocative Parameters in Network DEA

Ding, Jingjing - 2014

RAVs are relevant to both the theory and the practice. Firstly, the extant models with RAVs are nonlinear in general …. Secondly, a potential conflict of interest between a central evaluator and the managers of decision-making units (DMUs) due to …

Persistent link: https://www.econbiz.de/10013061743

Robust portfolio optimization : a stochastic evaluation of worst-case scenarios

Rotella Junior, Paulo; Rocha, Luiz Célio Souza; … - 2022

This article presents a new approach for building robust portfolios based on stochastic efficiency analysis and periods of market downturn. The empirical analysis is done on assets traded on the Brazil Stock Exchange, B3 (Brasil, Bolsa, Balcão). We start with information on the assets from...

Persistent link: https://www.econbiz.de/10012807295