0458120 20240103212100.120160415235959.9 84959338597 000373544100027 10.1016/j.orl.2016.02.007 5 s. P cav_un_epca*02545740167-6377442 (2016)285-289Elsevier Nth order stochastic dominance efficiency Data envelopment analysis Convex NSD efficiency NSD portfolio efficiency cav_un_auth*0280972 Ekonometrie Department of Econometrics E E Department of Decision Making Theory Branda Martin UTIA-B Ústav teorie informace a automatizace AV ČR, v. v. i. cav_un_auth*0254103 Ekonometrie Department of Econometrics E E Department of Econometrics Kopa Miloš UTIA-B Ústav teorie informace a automatizace AV ČR, v. v. i. http://library.utia.cas.cz/separaty/2016/E/branda-0458120.pdf cav_un_auth*0292622 GA13-25911S GA ČR cav_un_auth*0321507 GA15-00735S GA ČR cav_un_auth*0329982 GA15-02938S GA ČR CZ We introduce data envelopment analysis (DEA) models equivalent to efficiency tests with respect to the Nth order stochastic dominance (NSD). In particular, we focus on strong and weak variants of convex NSD efficiency and NSD portfolio efficiency. The proposed DEA models are in relation with strong and weak Pareto–Koopmans efficiencies and employ Nth order lower and co-lower partial moments. BB 2017 2 RVO:67985556 http://hdl.handle.net/11104/0258933 S 1 Article Operations Research Management Science OPERATIONSRESEARCH&MANAGEMENTSCIENCE 0.936 0.117 999.9 0.00435 0.526 2719 0.814 Q1 0.570 162 Q4 28.467 13.9 Q3 Q2 13.855 2016 84959338597 SCOPUS 000373544100027 WOS cav_un_epca*0254574 Operations Research Letters 0167-6377 1872-7468 Roč. 44 č. 2 2016 285 289 Elsevier