A novel robust network data envelopment analysis approach for performance assessment of mutual funds under uncertainty

DOI10.1007/s10479-022-04625-3MaRDI QIDQ6601526

Emran Mohammadi, Ali Emrouznejad, Pejman Peykani, Jafar Gheidar-Kheljani

Publication date: 10 September 2024

Published in: Annals of Operations Research (Search for Journal in Brave)

uncertainty robust optimization network data envelopment analysis mutual fund extended two-stage structure

Noncooperative games (91A10) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08) Financial markets (91G15) Robustness in mathematical programming (90C17)

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