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Use of DEA cross-efficiency evaluation in portfolio selection: An application to Korean stock market
15 references·16 citing·32 second hop
Use of DEA cross-efficiency evaluation in portfolio selection: An application to Korean stock market (2013)Use of DEA cross-efficiency evaluation in…Robust performance hypothesis testing with the Sharpe ratio (2008)Robust performance hypothesis…Alternative secondary goals in DEA cross-efficiency evaluation (2008)Alternative secondary goals i…Modeling Data Irregularities and Structural Complexities in Data Envelopment Analysis (2007)Modeling Data Irregularities …Undesirable outputs in efficiency valuations (2001)Undesirable outputs in effici…A quality assurance‐oriented methodology for handling trade‐offs in supplier selection (2000)A quality assurance‐oriented …RAM: A Range Adjusted Measure of Inefficiency for Use with Additive Models, and Relations to Other Models and Measures in DEA (1999)RAM: A Range Adjusted Measure…Relationships between Data Envelopment Analysis and Multicriteria Decision Analysis (1996)Relationships between Data En…Preference voting and project ranking using DEA and cross-evaluation (1996)Preference voting and project…Efficiency and Cross-efficiency in DEA: Derivations, Meanings and Uses (1994)Efficiency and Cross-efficien…A Procedure for Ranking Efficient Units in Data Envelopment Analysis (1993)A Procedure for Ranking Effic…A Methodology for Collective Evaluation and Selection of Industrial R&D Projects (1991)A Methodology for Collective …The role of multiplier bounds in efficiency analysis with application to Kansas farming (1990)The role of multiplier bounds…Polyhedral Cone-Ratio DEA Models with an illustrative application to large commercial banks (1990)Polyhedral Cone-Ratio DEA Mod…Nonparametric Analysis of Technical and Allocative Efficiencies in Production (1988)Nonparametric Analysis of Tec…Measuring the efficiency of decision making units (1978)Measuring the efficiency of d…Efficiency evaluation with regret-rejoice cross-efficiency DEA models under the distributed linguistic environment (2022)Efficiency evaluation with re…An integrated generalized TODIM model for portfolio selection based on financial performance of firms (2022)An integrated generalized TOD…Social responsibility portfolio optimization incorporating ESG criteria (2021)Social responsibility portfol…Regret theory-based fuzzy multi-objective portfolio selection model involving DEA cross-efficiency and higher moments (2020)Regret theory-based fuzzy mul…Portfolio selection: a fuzzy-ANP approach (2020)Portfolio selection: a fuzzy-…Integrated data envelopment analysis and cooperative game for evaluating energy efficiency of transportation sector: a case of Iran (2018)Integrated data envelopment a…Cross-efficiency evaluation in data envelopment analysis based on prospect theory (2018)Cross-efficiency evaluation i…A methodology for project portfolio selection under criteria prioritisation, uncertainty and projects interdependency – combination of fuzzy QFD and DEA (2018)A methodology for project por…Improving the evaluation of cross efficiencies: A method based on Shannon entropy weight (2017)Improving the evaluation of c…Allocating a fixed cost based on a DEA-game cross efficiency approach (2017)Allocating a fixed cost based…A Hybrid MCDM Approach for Strategic Project Portfolio Selection of Agro By-Products (2017)A Hybrid MCDM Approach for St…Extended secondary goal models for weights selection in DEA cross-efficiency evaluation (2016)Extended secondary goal model…DEA cross-efficiency evaluation considering undesirable output and ranking priority: a case study of eco-efficiency analysis of coal-fired power plants (2016)DEA cross-efficiency evaluati…DEA cross-efficiency evaluation based on Pareto improvement (2015)DEA cross-efficiency evaluati…An integrated multi-objective Markowitz–DEA cross-efficiency model with fuzzy returns for portfolio selection problem (2015)An integrated multi-objective…An equilibrium efficiency frontier data envelopment analysis approach for evaluating decision-making units with fixed-sum outputs (2014)An equilibrium efficiency fro…The Measurement of Productive Efficiency (1957)A slacks-based measure of efficiency in data envelopment analysis (2001)Measuring ecological efficiency with data envelopment analysis (DEA) (2001)Data envelopment analysis theory and techniques for economics and operations research (2004)Data Envelopment Analysis: History, Models, and Interpretations (2011)Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis (1984)Weights restrictions and value judgements in Data Envelopment Analysis: Evolution, development and future directions (1997)Foundations of data envelopment analysis for Pareto-Koopmans efficient empirical production functions (1985)Recent developments in DEA (1990)Data Envelopment Analysis: Theory, Methodology, and Applications (1994)Measuring environmental performance under different environmental DEA technologies (2006)A literature study for DEA applied to energy and environment (2016)An application procedure for DEA (1989)Data envelopment analysis with imprecise data (2002)Review of ranking methods in the data envelopment analysis context (2002)On the Methodological Framework of Composite Indices: A Review of the Issues of Weighting, Aggregation, and Robustness (2018)Social Choice and Individual Values. (1951)A scaling method for priorities in hierarchical structures (1977)Improving energy productivity in paddy production through benchmarking—An application of data envelopment analysis (2005)A neutral DEA model for cross-efficiency evaluation and its extension☆ (2009)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)The Econometrics of Financial Markets (1997)The Econometrics of Financial Markets (2012)Deep Direct Reinforcement Learning for Financial Signal Representation and Trading (2016)Deep learning-based feature engineering for stock price movement prediction (2018)Financial time series forecasting with multi-modality graph neural network (2021)A slacks-based measure of super-efficiency in data envelopment analysis (2002)Estimation and inference in two-stage, semi-parametric models of production processes (2005)Data envelopment analysis (DEA) – Thirty years on (2008)Improving discrimination in data envelopment analysis: PCA–DEA or variable reduction (2009)Environmental regulations, environmental governance efficiency and the green transformation of China's iron and steel enterprises (2019)The internal-structural effects of different types of environmental regulations on China's green total-factor productivity (2022)
this work references cited by second hop

References

  • 1978Measuring the efficiency of decision making units29,755 cited
  • 1993A Procedure for Ranking Efficient Units in Data Envelopment Analysis3,691 cited
  • 1994Efficiency and Cross-efficiency in DEA: Derivations, Meanings and Uses1,191 cited
  • 2008Robust performance hypothesis testing with the Sharpe ratio946 cited
  • 2001Undesirable outputs in efficiency valuations771 cited
  • 1990Polyhedral Cone-Ratio DEA Models with an illustrative application to large commercial banks722 cited
  • 1990The role of multiplier bounds in efficiency analysis with application to Kansas farming715 cited
  • 1999RAM: A Range Adjusted Measure of Inefficiency for Use with Additive Models, and Relations to Other Models and Measures in DEA695 cited
  • 1996Preference voting and project ranking using DEA and cross-evaluation314 cited
  • 2007Modeling Data Irregularities and Structural Complexities in Data Envelopment Analysis308 cited
  • 2008Alternative secondary goals in DEA cross-efficiency evaluation286 cited
  • 1988Nonparametric Analysis of Technical and Allocative Efficiencies in Production260 cited
  • 1996Relationships between Data Envelopment Analysis and Multicriteria Decision Analysis258 cited
  • 1991A Methodology for Collective Evaluation and Selection of Industrial R&D Projects247 cited

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  • 2000A quality assurance‐oriented methodology for handling trade‐offs in supplier selection229 cited
  • Cited by

    • 2018Cross-efficiency evaluation in data envelopment analysis based on prospect theory178 cited
    • 2021Social responsibility portfolio optimization incorporating ESG criteria160 cited
    • 2016DEA cross-efficiency evaluation considering undesirable output and ranking priority: a case study of eco-efficiency analysis of coal-fired power plants148 cited
    • 2015DEA cross-efficiency evaluation based on Pareto improvement128 cited
    • 2017Improving the evaluation of cross efficiencies: A method based on Shannon entropy weight124 cited
    • 2020Portfolio selection: a fuzzy-ANP approach123 cited
    • 2018A methodology for project portfolio selection under criteria prioritisation, uncertainty and projects interdependency – combination of fuzzy QFD and DEA116 cited
    • 2016Extended secondary goal models for weights selection in DEA cross-efficiency evaluation110 cited
    • 2015An integrated multi-objective Markowitz–DEA cross-efficiency model with fuzzy returns for portfolio selection problem109 cited
    • 2017Allocating a fixed cost based on a DEA-game cross efficiency approach108 cited
    • 2017A Hybrid MCDM Approach for Strategic Project Portfolio Selection of Agro By-Products97 cited
    • 2022An integrated generalized TODIM model for portfolio selection based on financial performance of firms90 cited
    • 2014An equilibrium efficiency frontier data envelopment analysis approach for evaluating decision-making units with fixed-sum outputs84 cited
    • 2020Regret theory-based fuzzy multi-objective portfolio selection model involving DEA cross-efficiency and higher moments73 cited
    • 2022Efficiency evaluation with regret-rejoice cross-efficiency DEA models under the distributed linguistic environment71 cited
    • 2018Integrated data envelopment analysis and cooperative game for evaluating energy efficiency of transportation sector: a case of Iran67 cited