Gangless cross-evaluation in DEA: an application to stock selection

DOI10.1051/ro/2018060zbMath1423.90075OpenAlexW2880529068WikidataQ129529421 ScholiaQ129529421MaRDI QIDQ5242364

Amar Oukil, Gholam R. Amin

Publication date: 6 November 2019

Published in: RAIRO - Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/ro/2018060

zbMATH Keywords

data envelopment analysiscross-efficiency evaluationstock selectionganging decision making unitsgangless cross-evaluation

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Linear programming (90C05) Management decision making, including multiple objectives (90B50) Production models (90B30)

Related Items (1)

Cross-efficiency aggregation method based on prospect consensus process

Cites Work

• Measuring the efficiency of decision making units
• Use of DEA cross-efficiency evaluation in portfolio selection: an application to Korean stock market
• Advances in data envelopment analysis
• A new clustering approach using data envelopment analysis
• DEA based models for reallocations of police personnel
• Ranking ranges in cross-efficiency evaluations
• Fixed cost and resource allocation based on DEA cross-efficiency
• A stochastic cross-efficiency data envelopment analysis approach for supplier selection under uncertainty
• A NEW RANKING APPROACH WITH A MODIFIED CROSS EVALUATION MATRIX
• A Methodology for Collective Evaluation and Selection of Industrial R&D Projects
• Efficiency and Cross-efficiency in DEA: Derivations, Meanings and Uses

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