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Performance Evaluation in Stochastic Environments Using Mean-Variance Data Envelopment Analysis
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Performance Evaluation in Stochastic Environments Using Mean-Variance Data Envelopment Analysis (2001)Performance Evaluation in Stochastic Envi…Theory of games and economic behavior (2019)Theory of games and economic …Sensitivity Analysis of Efficiency Scores: How to Bootstrap in Nonparametric Frontier Models (1998)Sensitivity Analysis of Effic…Efficiency of financial institutions: International survey and directions for future research (1997)Efficiency of financial insti…Data Envelopment Analysis: Theory, Methodology, and Applications (1994)Data Envelopment Analysis: Th…Recent developments in DEA (1990)Recent developments in DEAThe Measurement of Efficiency of Production (1985)The Measurement of Efficiency…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…Measuring the efficiency of decision making units (1978)Measuring the efficiency of d…Risk Aversion in the Small and in the Large (1976)Risk Aversion in the Small an…Rules for Ordering Uncertain Prospects (1969)Rules for Ordering Uncertain …Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small an…Liquidity Preference as Behavior Towards Risk (1958)Liquidity Preference as Behav…The Measurement of Productive Efficiency (1957)The Measurement of Productive…Theory of Games and Economic Behavior (1947)Theory of Games and Economic …Theory of Games and Economic Behaviour. (1944)Theory of Games and Economic …General competitive analysis (1971)A Procedure for Ranking Efficient Units in Data Envelopment Analysis (1993)A slacks-based measure of efficiency in data envelopment analysis (2001)Theory of Cost and Production Functions (2015)Industry Structure, Market Rivalry, and Public Policy (1973)Inside the black box: What explains differences in the efficiencies of financial institutions? (1997)The consolidation of the financial services industry: Causes, consequences, and implications for the future (1999)Bank regulation and supervision: what works best? (2003)Assessing the impact of organizational practices on the relative productivity of university technology transfer offices: an exploratory study (2002)Estimation and inference in two-stage, semi-parametric models of production processes (2005)Handbook on Constructing Composite Indicators (2005)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)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)A slacks-based measure of super-efficiency in data envelopment analysis (2002)Toward a positive theory of consumer choice (1980)Prospect theory: An analysis of decision under risk (1988)Non-cooperative games (1989)Formulation and estimation of stochastic frontier production function models (1977)Subjectivity and correlation in randomized strategies (1974)Games with Incomplete Information Played by “Bayesian” Players, I–III: Part I. The Basic Model (2004)Market imperfections, opportunity and sustainable entrepreneurship (2005)Financial Intermediation and Delegated Monitoring (1984)Well-being : the foundations of hedonic psychology (1999)On the measurement of inequality (1970)The arbitrage theory of capital asset pricing (1976)
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References

  • 1978Measuring the efficiency of decision making units29,914 cited
  • 1984Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis16,854 cited
  • 2019Theory of games and economic behavior16,777 cited
  • 1957The Measurement of Productive Efficiency16,699 cited
  • 1964Risk Aversion in the Small and in the Large4,964 cited
  • 1976Risk Aversion in the Small and in the Large4,655 cited
  • 1958Liquidity Preference as Behavior Towards Risk3,990 cited
  • 1997Efficiency of financial institutions: International survey and directions for future research3,510 cited
  • 1994Data Envelopment Analysis: Theory, Methodology, and Applications2,893 cited
  • 1947Theory of Games and Economic Behavior2,369 cited
  • 1998Sensitivity Analysis of Efficiency Scores: How to Bootstrap in Nonparametric Frontier Models2,261 cited
  • 1985The Measurement of Efficiency of Production2,139 cited
  • 1990Recent developments in DEA1,973 cited
  • 1969Rules for Ordering Uncertain Prospects1,757 cited
  • 1985Foundations of data envelopment analysis for Pareto-Koopmans efficient empirical production functions1,718 cited

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Theory of Games and Economic Behaviour.
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