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A Credibilistic Fuzzy DEA Approach for Portfolio Efficiency Evaluation and Rebalancing Toward Benchmark Portfolios Using Positive and Negative Returns
16 references·0 citing·28 second hop
A Credibilistic Fuzzy DEA Approach for Portfolio Efficiency Evaluation and Rebalancing Toward Benchmark Portfolios Using Positive and Negative Returns (2020)A Credibilistic Fuzzy DEA Approach for Po…Credibilistic mean-entropy models for multi-period portfolio selection with multi-choice aspiration levels (2016)Credibilistic mean-entropy mo…Fuzzy-Portfolio-Selection Models With Value-at-Risk (2011)Fuzzy-Portfolio-Selection Mod…A semi-oriented radial measure for measuring the efficiency of decision making units with negative data, using DEA (2009)A semi-oriented radial measur…Asset portfolio optimization using fuzzy mathematical programming (2007)Asset portfolio optimization …A modified slacks-based measure model for data envelopment analysis with ‘natural’ negative outputs and inputs (2006)A modified slacks-based measu…Portfolio performance evaluation in a mean–variance–skewness framework (2005)Portfolio performance evaluat…Negative data in DEA: a directional distance approach applied to bank branches (2004)Negative data in DEA: a direc…Undesirable outputs in efficiency valuations (2001)Undesirable outputs in effici…Optimization of conditional value-at-risk (2000)Optimization of conditional v…Mutual fund performance appraisals: a multi-horizon perspective with endogenous benchmarking (1999)Mutual fund performance appra…Efficiency of mutual funds and portfolio performance measurement: A non-parametric approach (1997)Efficiency of mutual funds an…Fuzzy sets (1996)Fuzzy setsSome 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…Mutual Fund Performance (1966)Mutual Fund PerformanceFuzzy sets (1965)Fuzzy setsThe Measurement of Productive Efficiency (1957)Data Envelopment Analysis: Theory, Methodology, and Applications (1994)Measuring environmental performance under different environmental DEA technologies (2006)Data Envelopment Analysis: History, Models, and Interpretations (2011)A literature study for DEA applied to energy and environment (2016)Data Envelopment Analysis: A Comprehensive Text with Models, Applications, References and DEA-Solver Software (1999)A slacks-based measure of efficiency in data envelopment analysis (2001)A slacks-based measure of super-efficiency in data envelopment analysis (2002)BAM: a bounded adjusted measure of efficiency for use with bounded additive models (2010)Alternative measures of environmental technology structure in DEA: An application (2011)On the Impossibility of Informationally Efficient Markets (1980)A data envelopment analysis approach to measure the mutual fund performance (2001)Managerial Ability, Investment Efficiency and Stock Price Crash Risk (2014)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)DEA models with undesirable inputs and outputs (2009)Treating undesirable outputs in DEA: A critical review (2019)A Procedure for Ranking Efficient Units in Data Envelopment Analysis (1993)Extensions of the TOPSIS for group decision-making under fuzzy environment (2000)An approach for detecting, quantifying, and visualizing the evolution of a research field: A practical application to the Fuzzy Sets Theory field (2010)Science mapping software tools: Review, analysis, and cooperative study among tools (2011)Family resemblances: Studies in the internal structure of categories (1975)Basic objects in natural categories (1976)Soft set theory—First results (1999)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Efficient Capital Markets: II (1991)
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  • 2000Optimization of conditional value-at-risk6,711 cited
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  • 2004Negative data in DEA: a directional distance approach applied to bank branches440 cited
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  • 2006A modified slacks-based measure model for data envelopment analysis with ‘natural’ negative outputs and inputs229 cited
  • 2009A semi-oriented radial measure for measuring the efficiency of decision making units with negative data, using DEA225 cited
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  • 2007Asset portfolio optimization using fuzzy mathematical programming193 cited
  • 2005Portfolio performance evaluation in a mean–variance–skewness framework141 cited
  • 2011Fuzzy-Portfolio-Selection Models With Value-at-Risk

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98 cited
  • 2016Credibilistic mean-entropy models for multi-period portfolio selection with multi-choice aspiration levels95 cited
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