A survey on the four families of performance measures
M Caporin, GM Jannin, F Lisi… - Journal of Economic …, 2014 - Wiley Online Library
Performance measurement is one of the most studied subjects in financial literature. Since
the introduction of the Sharpe ratio in 1966, a large variety of new measures has appeared …
the introduction of the Sharpe ratio in 1966, a large variety of new measures has appeared …
[HTML][HTML] TEA-IS: A hybrid DEA-TOPSIS approach for assessing performance and synergy in Chinese health care
J Antunes, A Hadi-Vencheh, A Jamshidi, Y Tan… - Decision Support …, 2023 - Elsevier
This paper presents an assessment of the Chinese healthcare system in 31 provinces for a
10-year period in light of relevant physical and human resource variables. First, a novel TEA …
10-year period in light of relevant physical and human resource variables. First, a novel TEA …
DEA performance assessment of mutual funds
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 …
literature of DEA models for the performance assessment of mutual funds. Then we discuss …
Mean-variance-skewness portfolio performance gauging: a general shortage function and dual approach
W Briec, K Kerstens, O Jokung - Management science, 2007 - pubsonline.informs.org
This paper proposes a nonparametric efficiency measurement approach for the static
portfolio selection problem in mean-variance-skewness space. A shortage function is …
portfolio selection problem in mean-variance-skewness space. A shortage function is …
An ensemble approach for portfolio selection in a multi-criteria decision making framework
Abstract Investment in Mutual Funds (MF) has generated increasing interest among the
investors over last few decades as it provides an opportunity for flexible and transparent …
investors over last few decades as it provides an opportunity for flexible and transparent …
DEA frontier improvement and portfolio rebalancing: An application of China mutual funds on considering sustainability information disclosure
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 …
relative performance of portfolios. Extensive work has appeared for realizing the role of DEA …
Probabilistic characterization of directional distances and their robust versions
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 …
function which allows to measure the distance to the frontier of the production set along any …
[图书][B] Scalarization and separation by translation invariant functions
C Tammer, P Weidner - 2020 - Springer
Our scientific collaboration began about 35 years ago, when both of us had just finished our
Ph. D. Theses. The first article which we submitted together dealt with a certain type of …
Ph. D. Theses. The first article which we submitted together dealt with a certain type of …
Statistical inference for DEA estimators of directional distances
In productivity and efficiency analysis, the technical efficiency of a production unit is
measured through its distance to the efficient frontier of the production set. The most familiar …
measured through its distance to the efficient frontier of the production set. The most familiar …