| bibtype |
J -
Journal Article
|
| ARLID |
0458120 |
| utime |
20240103212100.1 |
| mtime |
20160415235959.9 |
| SCOPUS |
84959338597 |
| WOS |
000373544100027 |
| DOI |
10.1016/j.orl.2016.02.007 |
| title
(primary) (eng) |
DEA models equivalent to general Nth order stochastic dominance efficiency tests |
| specification |
| page_count |
5 s. |
| media_type |
P |
|
| serial |
| ARLID |
cav_un_epca*0254574 |
| ISSN |
0167-6377 |
| title
|
Operations Research Letters |
| volume_id |
44 |
| volume |
2 (2016) |
| page_num |
285-289 |
| publisher |
|
|
| keyword |
Nth order stochastic dominance efficiency |
| keyword |
Data envelopment analysis |
| keyword |
Convex NSD efficiency |
| keyword |
NSD portfolio efficiency |
| author
(primary) |
| ARLID |
cav_un_auth*0280972 |
| full_dept (cz) |
Ekonometrie |
| full_dept (eng) |
Department of Econometrics |
| department (cz) |
E |
| department (eng) |
E |
| full_dept |
Department of Decision Making Theory |
| name1 |
Branda |
| name2 |
Martin |
| institution |
UTIA-B |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| author
|
| ARLID |
cav_un_auth*0254103 |
| full_dept (cz) |
Ekonometrie |
| full_dept |
Department of Econometrics |
| department (cz) |
E |
| department |
E |
| full_dept |
Department of Econometrics |
| name1 |
Kopa |
| name2 |
Miloš |
| institution |
UTIA-B |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| project |
| ARLID |
cav_un_auth*0292622 |
| project_id |
GA13-25911S |
| agency |
GA ČR |
|
| project |
| ARLID |
cav_un_auth*0321507 |
| project_id |
GA15-00735S |
| agency |
GA ČR |
|
| project |
| ARLID |
cav_un_auth*0329982 |
| project_id |
GA15-02938S |
| agency |
GA ČR |
| country |
CZ |
|
| abstract
(eng) |
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. |
| RIV |
BB |
| reportyear |
2017 |
| num_of_auth |
2 |
| inst_support |
RVO:67985556 |
| permalink |
http://hdl.handle.net/11104/0258933 |
| confidential |
S |
| mrcbC86 |
1 Article Operations Research Management Science |
| mrcbT16-e |
OPERATIONSRESEARCHMANAGEMENTSCIENCE |
| mrcbT16-j |
0.526 |
| mrcbT16-s |
0.814 |
| mrcbT16-4 |
Q1 |
| mrcbT16-B |
28.467 |
| mrcbT16-D |
Q3 |
| mrcbT16-E |
Q2 |
| arlyear |
2016 |
| mrcbU14 |
84959338597 SCOPUS |
| mrcbU34 |
000373544100027 WOS |
| mrcbU63 |
cav_un_epca*0254574 Operations Research Letters 0167-6377 1872-7468 Roč. 44 č. 2 2016 285 289 Elsevier |
|