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Data envelopment analysis of mutual funds based on second-order stochastic dominance
16 references·12 citing·35 second hop
Data envelopment analysis of mutual funds based on second-order stochastic dominance (2007)Data envelopment analysis of mutual funds…Handbook on Data Envelopment Analysis (2011)Handbook on Data Envelopment …Handbook on Data Envelopment Analysis (2004)Handbook on Data Envelopment …William W.Cooper,Lawrence M.Seiford,Kaoru Tone 著, DATA ENVELOPMENT ANALYSIS : A Comprehensive Text with Models, Applications, References and DEA-Solver Software, Kluwer Academic Publishers, 2000年, 318頁 (2002)William W.Cooper,Lawrence M.S…Quantitative models for performance evaluation and benchmarking : data envelopment analysis with spreadsheets and DEA Excel Solver (2002)Quantitative models for perfo…Dual Stochastic Dominance and Related Mean-Risk Models (2002)Dual Stochastic Dominance and…Introduction to the Theory and Application of Data Envelopment Analysis: A Foundation Text with Integrated Software (2001)Introduction to the Theory an…Data Envelopment Analysis: A Comprehensive Text with Models, Applications, References and DEA-Solver Software (2001)Data Envelopment Analysis: A …Optimization of conditional value-at-risk (2000)Optimization of conditional v…From stochastic dominance to mean-risk models: Semideviations as risk measures (1999)From stochastic dominance to …Data Envelopment Analysis: A Comprehensive Text with Models, Applications, References and DEA-Solver Software (1999)Data Envelopment Analysis: A …Efficiency of mutual funds and portfolio performance measurement: A non-parametric approach (1997)Efficiency of mutual funds an…Stochastic Dominance and Expected Utility: Survey and Analysis (1992)Stochastic Dominance and Expe…Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market (1991)Mean-Absolute Deviation Portf…Measuring the efficiency of decision making units (1978)Measuring the efficiency of d…Optimal rules for ordering uncertain prospects (1975)Optimal rules for ordering un…Mean-Risk Analysis with Risk Associated with Below-Target Returns (1975)Mean-Risk Analysis with Risk …Diversification benefits in the cryptocurrency market under mild explosivity (2021)Diversification benefits in t…Stochastic dominance tests (2020)Stochastic dominance testsDEA frontier improvement and portfolio rebalancing: An application of China mutual funds on considering sustainability information disclosure (2017)DEA frontier improvement and …DEA Performance Assessment of Mutual Funds (2016)DEA Performance Assessment of…The performance of US equity mutual funds (2015)The performance of US equity …Estimation of portfolio efficiency via DEA (2014)Estimation of portfolio effic…Diversification-consistent data envelopment analysis based on directional-distance measures (2014)Diversification-consistent da…Mutual Funds Efficiency Measurement under Financial and Social Responsibility Criteria (2013)Mutual Funds Efficiency Measu…General linear formulations of stochastic dominance criteria (2013)General linear formulations o…Diversification-consistent data envelopment analysis with general deviation measures (2012)Diversification-consistent da…Data envelopment analysis models of investment funds (2011)Data envelopment analysis mod…Gains from diversification on convex combinations: A majorization and stochastic dominance approach (2009)Gains from diversification on…Separation of Ownership and Control (1983)A slacks-based measure of super-efficiency in data envelopment analysis (2002)Handbook of Quantitative Science and Technology Research (2005)Network DEA: A slacks-based measure approach (2008)Portfolio Selection: Efficient Diversification of Investments (1959)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Modern Portfolio Theory and Investment Analysis. (1982)Heuristics for cardinality constrained portfolio optimisation (2000)Portfolio optimization with conditional value-at-risk objective and constraints (2001)The Measurement of Productive Efficiency (1957)Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis (1984)A Procedure for Ranking Efficient Units in Data Envelopment Analysis (1993)A slacks-based measure of efficiency in data envelopment analysis (2001)The effect of estimation risk on optimal portfolio choice (1976)Capital market equilibrium in a mean-lower partial moment framework (1977)Chapter 2 Measurement of inequality (2000)Theory of games and economic behavior (2019)Aspects of the Theory of Risk-Bearing. (1966)Risk Aversion in the Small and in the Large (1976)Time-inconsistent Preferences and Consumer Self-Control (1991)A Cross-Cultural Study on Escalation of Commitment Behavior in Software Projects1 (2000)The Expected Utility Model: Its Variants, Purposes, Evidence and Limitations (2007)A survey of data envelopment analysis in energy and environmental studies (2007)Data envelopment analysis (DEA) – Thirty years on (2008)Data Envelopment Analysis (2016)Conditional value-at-risk for general loss distributions (2002)Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (2010)Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations (2015)A survey of DEA applications (2012)Public spending and green economic growth in BRI region: Mediating role of green finance (2021)Data envelopment analysis and its application to the measurement of efficiency in higher education (2005)An Introduction to ‘Benefit of the Doubt’ Composite Indicators (2006)The measurement of efficiency and productivity of health care delivery (2008)Data Envelopment Analysis: History, Models, and Interpretations (2011)On the Methodological Framework of Composite Indices: A Review of the Issues of Weighting, Aggregation, and Robustness (2018)
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532 cited
  • 2002Dual Stochastic Dominance and Related Mean-Risk Models496 cited
  • 1997Efficiency of mutual funds and portfolio performance measurement: A non-parametric approach360 cited
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    • 2013General linear formulations of stochastic dominance criteria78 cited
    • 2011Data envelopment analysis models of investment funds77 cited
    • 2017DEA frontier improvement and portfolio rebalancing: An application of China mutual funds on considering sustainability information disclosure72 cited
    • 2014Diversification-consistent data envelopment analysis based on directional-distance measures57 cited
    • 2012Diversification-consistent data envelopment analysis with general deviation measures57 cited
    • 2013Mutual Funds Efficiency Measurement under Financial and Social Responsibility Criteria54 cited
    • 2016DEA Performance Assessment of Mutual Funds43 cited
    • 2015The performance of US equity mutual funds39 cited
    • 2021Diversification benefits in the cryptocurrency market under mild explosivity30 cited
    • 2020Stochastic dominance tests3 cited