Robust data envelopment analysis via ellipsoidal uncertainty sets with application to the Italian banking industry
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Publication:2026523
DOI10.1007/s10203-020-00299-3zbMath1465.91124OpenAlexW3048358253MaRDI QIDQ2026523
Publication date: 19 May 2021
Published in: Decisions in Economics and Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10203-020-00299-3
robust optimizationellipsoidal uncertainty setItalian banks efficiencyrobust additive DEArobust data environment analysis (RDEA)
Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08) Financial networks (including contagion, systemic risk, regulation) (91G45)
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