Data envelopment analysis models of investment funds
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Publication:421799
DOI10.1016/j.ejor.2011.08.019zbMath1237.91239OpenAlexW2050805317MaRDI QIDQ421799
Publication date: 14 May 2012
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://dspace.lboro.ac.uk/2134/14797
data envelopment analysisreturns to scalestochastic dominancediversificationcoherent risk measureinvestment fund
Statistical methods; risk measures (91G70) Management decision making, including multiple objectives (90B50) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08)
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Uses Software
Cites Work
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