Pages that link to "Item:Q299916"

The following pages link to Use of DEA cross-efficiency evaluation in portfolio selection: an application to Korean stock market (Q299916):

Displaying 38 items.

• A modification of a mixed integer linear programming (MILP) model to avoid the computational complexity (Q256677) (← links)
• An equilibrium efficiency frontier data envelopment analysis approach for evaluating decision-making units with fixed-sum outputs (Q297292) (← links)
• DEA cross-efficiency evaluation based on Pareto improvement (Q320727) (← links)
• Selecting the best of portfolio using OWA operator weights in cross efficiency-evaluation (Q469994) (← links)
• Utilising data envelopment analysis for selecting stock and benchmark firms in Tehran stock exchange (Q646784) (← links)
• Model to estimate monthly time horizons for application of DEA in selection of stock portfolio and for maintenance of the selected portfolio (Q1667058) (← links)
• A new Monte Carlo based procedure for complete ranking efficient units in DEA models (Q1686415) (← links)
• An aggressive game cross-efficiency evaluation in data envelopment analysis (Q1698286) (← links)
• A DEA ranking method based on cross-efficiency intervals and signal-to-noise ratio (Q1708523) (← links)
• Efficiency evaluation of fuzzy portfolio in different risk measures via DEA (Q1730442) (← links)
• Peer-judgment risk minimization using DEA cross-evaluation with an application in fishery (Q1730701) (← links)
• Integrated data envelopment analysis and cooperative game for evaluating energy efficiency of transportation sector: a case of Iran (Q1730731) (← links)
• Multiple attribute decision making based on cross-evaluation with uncertain decision parameters (Q1793156) (← links)
• Fuzzy cross-efficiency evaluation: a possibility approach (Q1794934) (← links)
• Enhancement of equity portfolio performance using data envelopment analysis (Q1926803) (← links)
• Cross-efficiency evaluation in data envelopment analysis based on prospect theory (Q1991292) (← links)
• On Pareto-optimality in the cross-efficiency evaluation (Q2028862) (← links)
• Efficient allocation of resources to a portfolio of decision making units (Q2184153) (← links)
• Data envelopment analysis based fuzzy multi-objective portfolio selection model involving higher moments (Q2198198) (← links)
• Logical efficiency decomposition for general two-stage systems in view of cross efficiency (Q2240000) (← links)
• Data envelopment analysis cross efficiency evaluation with reciprocal behaviors (Q2241137) (← links)
• Fuzzy measures for fuzzy cross efficiency in data envelopment analysis (Q2241220) (← links)
• On the construction of a feasible range of multidimensional poverty under benchmark weight uncertainty (Q2333017) (← links)
• Stock efficiency evaluation based on multiple risk measures: a DEA-like envelopment approach (Q2674940) (← links)
• Equity portfolio optimization: A DEA based methodology applied to the Zagreb Stock Exchange (Q2966460) (← links)
• Allocation of weights using simultaneous optimization of inputs and outputs contribution in cross-efficiency evaluation of DEA (Q4987800) (← links)
• Gangless cross-evaluation in DEA: an application to stock selection (Q5242364) (← links)
• Ranking Decision Making Units: The Cross-Efficiency Evaluation (Q5268856) (← links)
• An improved cross-ranking method in data envelopment analysis (Q5879639) (← links)
• Efficiency evaluation of very large-scale samples: data envelopment analysis with angle-index synthesis (Q6065665) (← links)
• A new DEA approach to fully rank DMUs with an application to MBA programs (Q6069824) (← links)
• DEA cross‐efficiency aggregation based on preference structure and acceptability analysis (Q6070881) (← links)
• Cross-efficiency evaluation and improvement in two-stage network data envelopment analysis (Q6099406) (← links)
• Portfolio optimization with asset preselection using data envelopment analysis (Q6100687) (← links)
• Selecting slacks-based data envelopment analysis models (Q6112718) (← links)
• Stock assessment using cumulative prospect theory in DEA cross-efficiency model: a case study of the Indian stock market (Q6546101) (← links)
• Optimization of short-term stock selection based on volume and price using a non-cooperative parallel DEA model (Q6550888) (← links)
• A stochastic cross-efficiency DEA approach based on the prospect theory and its application in winner determination in public procurement tenders (Q6638900) (← links)