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Stochastic DEA Models With Different Types of Input-Output Disturbances
16 references·6 citing·27 second hop
Stochastic DEA Models With Different Types of Input-Output Disturbances (2001)Stochastic DEA Models With Different Type…Chance Constrained Efficiency Evaluation (1995)Chance Constrained Efficiency…Maximum Likelihood, Consistency and Data Envelopment Analysis: A Statistical Foundation (1993)Maximum Likelihood, Consisten…Chance‐constrained data envelopment analysis (1993)Chance‐constrained data envel…Recent developments in DEA (1990)Recent developments in DEAPolyhedral Cone-Ratio DEA Models with an illustrative application to large commercial banks (1990)Polyhedral Cone-Ratio DEA Mod…Cone ratio data envelopment analysis and multi-objective programming (1989)Cone ratio data envelopment a…Foundations of data envelopment analysis for Pareto-Koopmans efficient empirical production functions (1985)Foundations of data envelopme…Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis (1984)Some Models for Estimating Te…Preface to topics in data envelopment analysis (1984)Preface to topics in data env…Evaluating Program and Managerial Efficiency: An Application of Data Envelopment Analysis to Program Follow Through (1981)Evaluating Program and Manage…A survey of frontier production functions and of their relationship to efficiency measurement (1980)A survey of frontier producti…Measuring the efficiency of decision making units (1978)Measuring the efficiency of d…Formulation and estimation of stochastic frontier production function models (1977)Formulation and estimation of…A Simplified Model for Portfolio Analysis (1963)A Simplified Model for Portfo…Models of Man. (1959)Models of Man.Chance-Constrained Programming (1959)Chance-Constrained ProgrammingSustainability Evaluation of Railways in China Using a Two-Stage Network DEA Model with Undesirable Outputs and Shared Resources (2017)Sustainability Evaluation of …Stochastic efficiency analysis with a reliability consideration (2014)Stochastic efficiency analysi…Supplier selection using chance-constrained data envelopment analysis with non-discretionary factors and stochastic data (2012)Supplier selection using chan…A robust super-efficiency data envelopment analysis model for ranking of provincial gas companies in Iran (2011)A robust super-efficiency dat…A Bayesian approach to statistical inference in stochastic DEA (2009)A Bayesian approach to statis…Probabilistically constrained models for efficiency and dominance in DEA (2008)Probabilistically constrained…The Measurement of Productive Efficiency (1957)Review of ranking methods in the data envelopment analysis context (2002)A survey of data envelopment analysis in energy and environmental studies (2007)Data Envelopment Analysis (2016)Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error (1977)Bank branch operating efficiency (1985)RECENT DEVELOPMENTS IN FRONTIER MODELLING AND EFFICIENCY MEASUREMENT (1995)Portfolio Selection: Efficient Diversification of Investments (1959)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)The Adjustment of Stock Prices to New Information (2003)Experimental and Quasi-Experimental Designs for Research (1963)Pitfalls and protocols in DEA (2001)On the estimation of technical inefficiency in the stochastic frontier production function model (1982)A model for technical inefficiency effects in a stochastic frontier production function for panel data (1995)Estimation and inference in two-stage, semi-parametric models of production processes (2005)Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints (1963)Optimization under uncertainty: state-of-the-art and opportunities (2003)Stochastic Programming (2010)A Procedure for Ranking Efficient Units in Data Envelopment Analysis (1993)A slacks-based measure of efficiency in data envelopment analysis (2001)An application procedure for DEA (1989)Data envelopment analysis (DEA) – Thirty years on (2008)A slacks-based measure of super-efficiency in data envelopment analysis (2002)Concept Misformation in Comparative Politics (1970)The New Institutionalism: Organizational Factors in Political Life (1983)When Effect Becomes Cause: Policy Feedback and Political Change (1993)
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References

  • 1978Measuring the efficiency of decision making units29,755 cited
  • 1984Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis16,773 cited
  • 1977Formulation and estimation of stochastic frontier production function models10,129 cited
  • 1959Models of Man.3,558 cited
  • 1959Chance-Constrained Programming2,748 cited
  • 1963A Simplified Model for Portfolio Analysis2,740 cited
  • 1990Recent developments in DEA1,926 cited
  • 1985Foundations of data envelopment analysis for Pareto-Koopmans efficient empirical production functions1,718 cited
  • 1981Evaluating Program and Managerial Efficiency: An Application of Data Envelopment Analysis to Program Follow Through1,546 cited
  • 1980A survey of frontier production functions and of their relationship to efficiency measurement956 cited
  • 1993Maximum Likelihood, Consistency and Data Envelopment Analysis: A Statistical Foundation900 cited
  • 1990Polyhedral Cone-Ratio DEA Models with an illustrative application to large commercial banks722 cited
  • 1984Preface to topics in data envelopment analysis520 cited
  • 1989Cone ratio data envelopment analysis and multi-objective programming466 cited
  • 1993Chance‐constrained data envelopment analysis

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425 cited
  • 1995Chance Constrained Efficiency Evaluation336 cited
  • Cited by

    • 2011A robust super-efficiency data envelopment analysis model for ranking of provincial gas companies in Iran89 cited
    • 2009A Bayesian approach to statistical inference in stochastic DEA62 cited
    • 2008Probabilistically constrained models for efficiency and dominance in DEA60 cited
    • 2012Supplier selection using chance-constrained data envelopment analysis with non-discretionary factors and stochastic data55 cited
    • 2014Stochastic efficiency analysis with a reliability consideration43 cited
    • 2017Sustainability Evaluation of Railways in China Using a Two-Stage Network DEA Model with Undesirable Outputs and Shared Resources42 cited