| bibtype |
C -
Conference Paper (international conference)
|
| ARLID |
0379684 |
| utime |
20240103201113.7 |
| mtime |
20121107235959.9 |
| WOS |
000309074600010 |
| title
(primary) (eng) |
Third-degree stochastic dominance and DEA efficiency - relations and numerical comparison |
| specification |
| page_count |
6 s. |
| media_type |
P |
|
| serial |
| ARLID |
cav_un_epca*0364870 |
| ISBN |
978-80-7431-058-4 |
| title
|
Mathematical Methods in Economics 2011 |
| page_num |
1-6 |
| publisher |
| place |
Prague |
| name |
Proffesional publishing |
| year |
2011 |
|
|
| keyword |
stochastic dominance |
| keyword |
stochastic dominance efficiency |
| keyword |
DEA efficiency |
| keyword |
mean-risk efficiency |
| author
(primary) |
| ARLID |
cav_un_auth*0280972 |
| name1 |
Branda |
| name2 |
Martin |
| full_dept (cz) |
Ekonometrie |
| full_dept (eng) |
Department of Econometrics |
| department (cz) |
E |
| department (eng) |
E |
| institution |
UTIA-B |
| full_dept |
Department of Decision Making Theory |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| project |
| project_id |
GAP402/10/1610 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0263483 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
We propose efficiency tests which are related to the third-degree stochastic dominance (TSD). The tests are based on necessary conditions for TSD and on related mean-risk models. We test pairwise efficiency as well as portfolio efficiency with respect to full diversification of available assets. |
| action |
| ARLID |
cav_un_auth*0277377 |
| name |
Mathematical Methods in Economics 2011 |
| place |
Jánska Dolina |
| dates |
06.09.2011-09.09.2011 |
| country |
SK |
|
| reportyear |
2013 |
| RIV |
BB |
| inst_support |
RVO:67985556 |
| permalink |
http://hdl.handle.net/11104/0210580 |
| arlyear |
2011 |
| mrcbU34 |
000309074600010 WOS |
| mrcbU63 |
cav_un_epca*0364870 Mathematical Methods in Economics 2011 978-80-7431-058-4 1 6 Prague Proffesional publishing 2011 |
|