[HTML][HTML] A survey and analysis of the first 40 years of scholarly literature in DEA: 1978–2016

A Emrouznejad, G Yang - Socio-economic planning sciences, 2018 - Elsevier
In recent years there has been an exponential growth in the number of publications related
to theory and applications of Data Envelopment Analysis (DEA). Charnes, Cooper, and …

How does governmental versus private venture capital backing affect a firm's efficiency? Evidence from Belgium

Y Alperovych, G Hübner, F Lobet - Journal of Business Venturing, 2015 - Elsevier
We investigate the implications of venture capital (VC) investor type (government or private)
on the operating efficiency of a sample of 515 Belgian portfolio firms up to 3 years after the …

Productivity analysis in the service sector with data envelopment analysis

NK Avkiran - Available at SSRN 2627576, 2006 - papers.ssrn.com
Throughout the book, my colleagues and I have endeavored to address the DEA theory
needed by the end-users, key model design issues, correct interpretation of DEA results …

[图书][B] Stochastic dominance and applications to finance, risk and economics

S Sriboonchita, WK Wong, S Dhompongsa, HT Nguyen - 2009 - taylorfrancis.com
Drawing from many sources in the literature, Stochastic Dominance and Applications to
Finance, Risk and Economics illustrates how stochastic dominance (SD) can be used as a …

DEA performance assessment of mutual funds

A Basso, S Funari - Data envelopment analysis: a handbook of empirical …, 2016 - Springer
The objectives of this paper are manyfold. First we present a comprehensive review of the
literature of DEA models for the performance assessment of mutual funds. Then we discuss …

Generalized DEA model of fundamental analysis and its application to portfolio optimization

NCP Edirisinghe, X Zhang - Journal of banking & finance, 2007 - Elsevier
Fundamental analysis is used in asset selection for equity portfolio management. In this
paper, a generalized data envelopment analysis (DEA) model is developed to analyze a …

Taxonomy method for multiple attribute group decision making based on interval-valued intuitionistic fuzzy with entropy

L Xiao, G Wei, Y Guo, X Chen - Journal of Intelligent & Fuzzy …, 2021 - content.iospress.com
Interval-valued intuitionistic fuzzy set (IVIFS) is a flexible method to deal with uncertainty and
fuzziness. For the past few years, extensive researches about the multi-attribute group …

An analytical model for system-wide and tier-specific assessment of resilience to supply chain risks

M Pournader, K Rotaru, AP Kach… - Supply Chain …, 2016 - emerald.com
Purpose Based on the emerging view of supply chains as complex adaptive systems, this
paper aims to build and test an analytical model for resilience assessment surrounding …

DEA frontier improvement and portfolio rebalancing: An application of China mutual funds on considering sustainability information disclosure

Z Zhou, H Xiao, Q Jin, W Liu - European Journal of Operational Research, 2018 - Elsevier
Data envelopment analysis (DEA) has been a widely used methodology for evaluating the
relative performance of portfolios. Extensive work has appeared for realizing the role of DEA …

Probabilistic characterization of directional distances and their robust versions

L Simar, A Vanhems - Journal of Econometrics, 2012 - Elsevier
In this work, we analyze the performance of production units using the directional distance
function which allows to measure the distance to the frontier of the production set along any …