create a website

Estimation of portfolio efficiency via DEA. (2015). Zhou, Zhongbao ; Liu, Wenbin ; Xiao, Helu.
In: Omega.
RePEc:eee:jomega:v:52:y:2015:i:c:p:107-118.

Full description at Econpapers || Download paper

Cited: 30

Citations received by this document

Cites: 67

References cited by this document

Cocites: 32

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Mixed frequency data and portfolio selection: A novel approach integrating DEA with mixed frequency data sources. (2025). Wang, Liukai ; Xiong, YU ; Liang, Shuhao.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:347:y:2025:i:3:d:10.1007_s10479-025-06529-4.

    Full description at Econpapers || Download paper

  2. The trade-off frontier for ESG and Sharpe ratio: a bootstrapped double-frontier data envelopment analysis. (2025). Boubaker, Sabri ; Manita, Riadh ; Ngo, Thanh.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:347:y:2025:i:1:d:10.1007_s10479-023-05506-z.

    Full description at Econpapers || Download paper

  3. Robust, extended goal programming with uncertainty sets: an application to a multi-objective portfolio selection problem leveraging DEA. (2025). Jones, Dylan F ; Tamiz, Mehrdad ; Mohammadi, Emran ; Sadjadi, Seyed Jafar ; Mohseny-Tonekabony, Naeem.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:346:y:2025:i:2:d:10.1007_s10479-023-05811-7.

    Full description at Econpapers || Download paper

  4. Using stochastic frontier analysis instead of data envelopment analysis in modelling investment performance. (2024). Lamb, John D ; Tee, Kai-Hong.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:332:y:2024:i:1:d:10.1007_s10479-023-05428-w.

    Full description at Econpapers || Download paper

  5. Efficiency of funding to rural revitalization and regional heterogeneity of technologies in China: Dynamic network nonconvex metafrontiers. (2024). Zhou, Zhongbao ; Ren, Tiantian ; Wang, NA ; Xiao, Helu.
    In: Socio-Economic Planning Sciences.
    RePEc:eee:soceps:v:92:y:2024:i:c:s0038012124000247.

    Full description at Econpapers || Download paper

  6. Risk-aversion versus risk-loving preferences in nonparametric frontier-based fund ratings: A buy-and-hold backtesting strategy. (2024). Kerstens, Kristiaan ; Ren, Tiantian ; Kumar, Saurav.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:319:y:2024:i:1:p:332-344.

    Full description at Econpapers || Download paper

  7. A data envelopment analysis based evaluation of sustainable energy generation portfolio scenarios. (2024). Liu, Wenbin ; Turkson, Charles ; Acquaye, Adolf.
    In: Applied Energy.
    RePEc:eee:appene:v:363:y:2024:i:c:s0306261924004008.

    Full description at Econpapers || Download paper

  8. The Trade-off Frontier for ESG and Sharpe Ratio: A Bootstrapped Double-Frontier Data Envelopment Analysis. (2023). Ngo, Thanh ; Boubaker, Sabri ; T. D. Q. Le, ; Manita, R.
    In: Post-Print.
    RePEc:hal:journl:hal-04434028.

    Full description at Econpapers || Download paper

  9. A data envelopment analysis model integrated with portfolio theory for energy mix adjustment: Evidence in the power industry. (2022). Zhou, Zhongbao ; Gong, Yeming ; Zeng, Ximei ; Liu, Wenbin.
    In: Socio-Economic Planning Sciences.
    RePEc:eee:soceps:v:83:y:2022:i:c:s0038012122001227.

    Full description at Econpapers || Download paper

  10. Multi-Time and Multi-Moment Nonparametric Frontier-Based Fund Rating: Proposal and Buy-and-Hold Backtesting Strategy. (2022). Kerstens, Kristiaan ; Ren, Tiantian ; Mazza, Paolo ; van De, Ignace.
    In: Omega.
    RePEc:eee:jomega:v:113:y:2022:i:c:s0305048322001256.

    Full description at Econpapers || Download paper

  11. Estimation of portfolio efficiency in nonconvex settings: A free disposal hull estimator with non-increasing returns to scale. (2022). Zhou, Zhongbao ; Liu, Wenbin ; Ren, Teng ; Xiao, Helu.
    In: Omega.
    RePEc:eee:jomega:v:111:y:2022:i:c:s0305048322000792.

    Full description at Econpapers || Download paper

  12. Efficiency Evaluation and Selection Strategies for Green Portfolios under Different Risk Appetites. (2021). Yu, Wencheng ; Liu, Shaobo ; Ding, Lili.
    In: Sustainability.
    RePEc:gam:jsusta:v:13:y:2021:i:4:p:1933-:d:497548.

    Full description at Econpapers || Download paper

  13. Big data and portfolio optimization: A novel approach integrating DEA with multiple data sources. (2021). Zhou, Zhongbao ; Liu, Wenbin ; Wang, Rui ; Gao, Meng ; Xiao, Helu.
    In: Omega.
    RePEc:eee:jomega:v:104:y:2021:i:c:s0305048321000888.

    Full description at Econpapers || Download paper

  14. Parameter uncertainty in estimation of portfolio efficiency: Evidence from an interval diversification-consistent DEA approach. (2021). Zhou, Zhongbao ; Liu, Wenbin ; Ren, Tiantian ; Xiao, Helu.
    In: Omega.
    RePEc:eee:jomega:v:103:y:2021:i:c:s0305048320307118.

    Full description at Econpapers || Download paper

  15. Risk-aversion in data envelopment analysis models with diversification. (2021). Branda, Martin ; Adam, Luka.
    In: Omega.
    RePEc:eee:jomega:v:102:y:2021:i:c:s0305048320306927.

    Full description at Econpapers || Download paper

  16. Multiplier dynamic data envelopment analysis based on directional distance function: An application to mutual funds. (2021). Lin, Ruiyue ; Liu, Qian.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:293:y:2021:i:3:p:1043-1057.

    Full description at Econpapers || Download paper

  17. Nested dynamic network data envelopment analysis models with infinitely many decision making units for portfolio evaluation. (2021). Chang, Tsung-Sheng ; Tone, Kaoru ; Wu, Chen-Hui.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:291:y:2021:i:2:p:766-781.

    Full description at Econpapers || Download paper

  18. Directional distance based diversification super-efficiency DEA models for mutual funds. (2020). Li, Zongxin ; Lin, Ruiyue.
    In: Omega.
    RePEc:eee:jomega:v:97:y:2020:i:c:s0305048319301379.

    Full description at Econpapers || Download paper

  19. DEA models with Russell measures. (2019). Zhou, Zhongbao ; Liu, Wenbin ; Shen, Wanfang ; Yang, Guoliang.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:278:y:2019:i:1:d:10.1007_s10479-018-2867-2.

    Full description at Econpapers || Download paper

  20. Numerical solution of a general interval quadratic programming model for portfolio selection. (2019). Shi, Xin ; Wang, Jianjian ; He, Feng.
    In: PLOS ONE.
    RePEc:plo:pone00:0212913.

    Full description at Econpapers || Download paper

  21. Further Study of the DEA-Based Framework for Performance Evaluation of Competing Crude Oil Prices’ Volatility Forecasting Models. (2019). Zhou, Zhongbao ; Wu, Shijian ; Jin, Qianying ; Peng, Jian ; Xiao, Helu.
    In: Mathematics.
    RePEc:gam:jmathe:v:7:y:2019:i:9:p:827-:d:264820.

    Full description at Econpapers || Download paper

  22. Environment-biased technological progress and industrial land-use efficiency in China’s new normal. (2018). Wang, Shuhong ; Song, Malin ; Wu, Kaiya.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:268:y:2018:i:1:d:10.1007_s10479-016-2307-0.

    Full description at Econpapers || Download paper

  23. Estimation of cardinality constrained portfolio efficiency via segmented DEA. (2018). Zhou, Zhongbao ; Liu, Wenbin ; Jin, Qianying ; Wu, Qian ; Xiao, Helu.
    In: Omega.
    RePEc:eee:jomega:v:76:y:2018:i:c:p:28-37.

    Full description at Econpapers || Download paper

  24. Portfolio analysis with DEA: Prior to choosing a model. (2018). TARNAUD, Albane ; LELEU, Hervé.
    In: Omega.
    RePEc:eee:jomega:v:75:y:2018:i:c:p:57-76.

    Full description at Econpapers || Download paper

  25. DEA frontier improvement and portfolio rebalancing: An application of China mutual funds on considering sustainability information disclosure. (2018). Zhou, Zhongbao ; Liu, Wenbin ; Jin, Qianying ; Xiao, Helu.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:269:y:2018:i:1:p:111-131.

    Full description at Econpapers || Download paper

  26. Data envelopment analysis in financial services: a citations network analysis of banks, insurance companies and money market funds. (2017). Marra, Marianna ; Kaffash, Sepideh.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:253:y:2017:i:1:d:10.1007_s10479-016-2294-1.

    Full description at Econpapers || Download paper

  27. Efficiency of well-diversified portfolios: Evidence from data envelopment analysis. (2017). Choi, Hyung-Suk ; Min, Daiki.
    In: Omega.
    RePEc:eee:jomega:v:73:y:2017:i:c:p:104-113.

    Full description at Econpapers || Download paper

  28. Mean-value at risk portfolio efficiency: approaches based on data envelopment analysis models with negative data and their empirical behaviour. (2016). Branda, Martin.
    In: 4OR.
    RePEc:spr:aqjoor:v:14:y:2016:i:1:d:10.1007_s10288-015-0296-5.

    Full description at Econpapers || Download paper

  29. Internal resource waste and centralization degree in two-stage systems: An efficiency analysis. (2016). An, Qingxian ; Liang, Liang ; Wu, Jie ; Yan, Hong.
    In: Omega.
    RePEc:eee:jomega:v:61:y:2016:i:c:p:89-99.

    Full description at Econpapers || Download paper

  30. Slacks-based inefficiency approach for general networks with bad outputs: An application to the banking sector. (2016). Lozano, Sebastian.
    In: Omega.
    RePEc:eee:jomega:v:60:y:2016:i:c:p:73-84.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Alexander, G.J. Short selling and efficient sets. 1993 J Financ. 48 1497-1506

  2. Alexander, G.J. ; Sharpe, W.F. Fundamentals of Investments. 1998 Prentice-Hall: New Jersey
    Paper not yet in RePEc: Add citation now

  3. Andre, F.J. ; Herrero, I. ; Riesgo, L. A modified DEA model to estimate the importance of objectives with an application to agricultural economics. 2010 Omega-Int J Manag Sci. 38 371-382

  4. Arnott, R.D. ; Wagner, W.H. The measurement and control of trading costs. 1990 Finan Anal J. 46 73-80
    Paper not yet in RePEc: Add citation now

  5. Banker, R.D. ; Charnes, A. ; Cooper, W.W. Some models for estimating technical and scale inefficiencies in data envelopment analysis. 1984 Manag Sci. 30 1078-1092

  6. Basso, A. ; Funari, S. A data envelopment analysis approach to measure the mutual fund performance. 2001 Eur J Oper. Res. 135 477-492

  7. Basso, A. ; Funari, S. Measuring the performance of ethical mutual funds: a DEA approach. 2003 J Oper Res Soc. 54 521-531

  8. Branda, M. Diversification-consistent data envelopment analysis with general deviation measures. 2013 Eur J Oper Res. 226 626-635

  9. Branda, M. Reformulations of input–output oriented DEA tests with diversification. 2013 Oper Res Lett. 41 516-520
    Paper not yet in RePEc: Add citation now

  10. Branda, M. ; Kopa, M. DEA-risk efficiency and stochastic dominance efficiency of stock indices. 2012 Financ Uver-Czech J Econ Financ. 62 106-124

  11. Branda, M. ; Kopa, M. On relations between DEA-risk models and stochastic dominance efficiency tests. 2014 Central Eur J Oper Res. 22 13-35

  12. Brennan, M.J. The optimal number of securities in a risky asset portfolio when there are fixed costs of transacting: Theory and some empirical results. 1975 J Finan Quant Anal. 10 483-496

  13. Bretholt, A. ; Pan, J.N. Evolving the latent variable model as an environmental DEA technology. 2013 Omega-Int J Manag Sci. 41 315-325

  14. Briec, W. ; Kerstens, K. Multi-horizon markowitz portfolio performance appraisals: a general approach. 2009 Omega. 37 50-62

  15. Briec, W. ; Kerstens, K. ; Lesourd, J.B. Single-period markowitz portfolio selection, performance gauging, and duality: a variation on the luenberger shortage function. 2004 J Optim Theory Appl. 120 1-27

  16. Brogan, A.J. Mutual fund and security selection through an operations research lens. 2003 University of North Carolina:
    Paper not yet in RePEc: Add citation now

  17. Campbell, R. ; Huisman, R. ; Koedijk, K. Optimal portfolio selection in a value-at-risk framework. 2001 J Bank Financ. 25 1789-1804

  18. Chang, K.P. Evaluating mutual fund performance: an application of minimum convex input requirement set approach. 2004 Comput Oper Res. 31 929-940
    Paper not yet in RePEc: Add citation now

  19. Charnes, A. ; Cooper, W.W. ; Rhodes, E. Measuring the efficiency of decision making units. 1978 Eur J Oper Res. 2 429-444

  20. Daraio, C. ; Simar, L. A robust nonparametric approach to evaluate and explain the performance of mutual funds. 2006 Eur J Oper Res. 175 516-542

  21. Ding, H. ; Zhou, Z. ; Xiao, H. ; Ma, C. ; Liu, W. Performance evaluation of portfolios with margin requirements. 2014 Math Probl Eng. 2014 8-
    Paper not yet in RePEc: Add citation now

  22. Färe, R. ; Grosskopf, S. A nonparametric cost approach to scale efficiency. 1985 Scand J Econ. 87 594-604

  23. Farrell, M.J. The measurement of production efficiency. 1957 J R Stat Soc Ser A (Gen). 120 253-290
    Paper not yet in RePEc: Add citation now

  24. Feinstein, C.D. ; Thapa, M.N. Notes: A reformulation of a mean-absolute deviation portfolio optimization model. 1993 Manag Sci. 39 1552-1553

  25. Galagadera, U.A. ; Silvapulle, P. Australian mutual fund performance appraisal using data envelopment analysis. 2002 Manag Financ. 28 60-73
    Paper not yet in RePEc: Add citation now

  26. Jensen, M.C. The performance of mutual funds in the period 1945–1964. 1968 J Financ. 23 389-416

  27. Jobst, N.J. ; Horniman, M.D. ; Lucas, C.A. ; Mitra, G. Computational aspects of alternative portfolio selection models in the presence of discrete asset choice constraints. 2001 Quant Financ. 1 1-3

  28. Joro, T. ; Na, P. Portfolio performance evaluation in a mean-variance-skewness framework. 2006 Eur J Oper Res. 175 446-461

  29. Kellerer, H. ; Mansini, R. ; Speranza, M.G. Selecting portfolios with fixed costs and minimum transaction lots. 2000 Ann Oper Res. 99 287-304

  30. Konno Alexander, G.J. ; Baptista, A.M. Economic implications of using a mean-VaR model for portfolio selection: a comparison with mean-variance analysis. 2002 J. Econ Dyn. Control. 26 1159-1193

  31. Konno, H. ; Koshizuka, T. Mean-absolute deviation model. 2005 IIE Trans. 37 893-900
    Paper not yet in RePEc: Add citation now
  32. Konno, H. ; Shirakawa, H. ; Yamazaki, H. A mean-absolute deviation-skewness portfolio optimization model. 1993 Ann Oper Res. 45 205-220
    Paper not yet in RePEc: Add citation now

  33. Konno, H. ; Yamazaki, H. Mean-absolute deviation portfolio optimization model and its applications to tokyo stock market. 1991 Manage Sci. 37 519-531

  34. Lamb, J.D. ; Tee, K.H. Data envelopment analysis models of investment funds. 2012 Eur. J. Oper. Res.. 216 687-696

  35. Leibenstein, H. Allocative efficiency vs x-efficiency. 1966 Am Econ Rev. 56 392-415
    Paper not yet in RePEc: Add citation now

  36. Li, S.X. An insurance and investment portfolio model using chance constrained programming. 1995 Omega. 23 577-585

  37. Liu, J.S. ; Lu, L.Y.Y. ; Lu, W.M. ; Lin, B.J.Y. A survey of DEA applications. 2013 Omega-Int J Manag Sci. 41 893-902

  38. Liu, W.B. ; Zhang, D.Q. ; Meng, W. ; Li, X.X. ; Xu, F. A study of DEA models without explicit inputs. 2011 Omega-Int J Manag Sci. 39 472-480

  39. Lozano, S. ; Gutierrez, E. Data envelopment analysis of mutual funds based on second-order stochastic dominance. 2008 Eur J Oper Res. 189 230-244

  40. Mansini, R. ; Speranza, M.G. Heuristic algorithms for the portfolio selection problem with minimum transaction lots. 1999 Eur J Oper Res. 114 219-233

  41. Mao, J.C.T. Models of capital budgeting, E-V vs E-S. 1970 J Finan Quant Anal. 4 657-675

  42. Markowitz Konno, H. ; Wijayanayake, A. Portfolio optimization problem under concave transaction costs and minimal transaction unit constraints. 2001 Math Program. 89 233-250
    Paper not yet in RePEc: Add citation now
  43. Markowitz, H. Portfolio selection: Efficient diversification of investment. 1959 Wiley: New York
    Paper not yet in RePEc: Add citation now

  44. Markowitz, H. Portfolio selection. 1952 J Financ. 7 77-91

  45. Matallín-Sáez, J.C. ; Soler-Domínguez, A. ; Tortosa-Ausina, E. On the informativeness of persistence for evaluating mutual fund performance using partial frontiers. 2014 Omega. 42 47-64
    Paper not yet in RePEc: Add citation now

  46. Matthews, K. Risk management and managerial efficiency in chinese banks: a network DEA framework. 2013 Omega-Int J Manag Sci. 41 207-215

  47. McMullen, P.R. ; Strong, R.A. Selection of mutual funds using data envelopment analysis. 1998 J Bus Econ Stud. 4 1-12
    Paper not yet in RePEc: Add citation now

  48. Meng, W. ; Zhang, D.Q. ; Qi, L. ; Liu, W.B. Two-level DEA approaches in research evaluation. 2008 Omega-Int J Manag Sci. 36 950-957

  49. Morey, M.R. ; Morey, R.C. Mutual fund performance appraisals: a multi-horizon perspective with endogenous benchmarking. 1999 Omega. 27 241-258

  50. Morgan, J.P. Riskmetrics: echnical document. 1996 Morgan Guaranty Trust Company: New York
    Paper not yet in RePEc: Add citation now

  51. Morton, A.J. ; Pliska, S.R. Optimal portfolio management with fixed transaction costs. 1995 Math Financ. 5 337-356

  52. Murthi, B.P.S. ; Choi, Y.K. ; Desai, P. Efficiency of mutual funds and portfolio performance measurement: a non-parametric approach. 1997 Eur J Oper Res. 98 408-418

  53. Patel, N.R. ; Subrahmanyam, M.G. A simple algorithm for optimal portfolio selection with fixed transaction costs. 1982 Manag Sci. 28 303-314

  54. Pogue, G.A. An existence of the markowitz portfolio selection model to include variable transaction costs, short sales, leverage policies and taxes. 1986 J Financ. 25 1005-1028
    Paper not yet in RePEc: Add citation now

  55. Premachandra, I.M. ; Chen, Y. ; Watson, J. DEA as a tool for predicting corporate failure and success: a case of bankruptcy assessment. 2011 Omega-Int J Manag Sci. 39 620-626

  56. Rockafellar, R.T. Convex analysis. 1970 Princeton University Press: New Jersey
    Paper not yet in RePEc: Add citation now
  57. Sharpe, W. Mutual fund performance. 1966 J Bus. 39 119-138
    Paper not yet in RePEc: Add citation now
  58. Swalm, R.O. Utility theory - insights into risk taking. 1966 Harv Bus Rev. 44 123-138
    Paper not yet in RePEc: Add citation now

  59. Tone, K. A slacks-based measure of efficiency in data envelopment analysis. 2001 Eur J Oper Res. 130 498-509

  60. Treynor, J. How to rate management investment funds. 1965 Harv Bus Rev. 44 131-136
    Paper not yet in RePEc: Add citation now
  61. Vorst, T. Optimal portfolios under a value at risk constraint. 2001 Eur Cong Math. 202 391-397
    Paper not yet in RePEc: Add citation now

  62. Woodside-Oriakhi, M. ; Lucas, C. ; Beasley, J.E. Portfolio rebalancing with an investment horizon and transaction costs. 2013 Omega. 41 406-420

  63. Wu, J. ; Liang, L. ; Chen, Y. DEA game cross-efficiency approach to olympic rankings. 2009 Omega-Int J Manag Sci. 37 909-918

  64. Yoshimoto, A. The mean-variance approach to portfolio optimization subject to transaction costs. 1996 J Oper Res Soc Jpn. 39 99-117
    Paper not yet in RePEc: Add citation now
  65. Zhou, Z.B. ; Sun, L. ; Yang, W.Y. ; Liu, W.B. ; Ma, C.Q. A bargaining game model for efficiency decomposition in the centralized model of two-stage systems. 2013 Comput Ind Eng. 64 103-108
    Paper not yet in RePEc: Add citation now

  66. Zhou, Z.B. ; Wang, M. ; Ding, H. ; Ma, C.Q. ; Liu, W.B. Further study of production possibility set and performance evaluation model in supply chain DEA. 2013 Ann Oper Res. 206 585-592

  67. Zhou, Z.B. ; Zhao, L.T. ; Lui, S.Y. ; Ma, C.Q. A generalized fuzzy DEA/AR performance assessment model. 2012 Math Comput Model. 55 2117-2128
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Cardinality-constrained portfolio optimization with short selling and risk-neutral interest rate. (2021). Khodamoradi, Tahereh ; Salahi, Maziar ; Najafi, Alireza.
    In: Decisions in Economics and Finance.
    RePEc:spr:decfin:v:44:y:2021:i:1:d:10.1007_s10203-020-00293-9.

    Full description at Econpapers || Download paper

  2. Spatial and Temporal Differences in the Green Efficiency of Water Resources in the Yangtze River Economic Belt and Their Influencing Factors. (2021). Liu, Zhe ; Cao, Tonggang ; Yin, Kedong ; Huang, Chong.
    In: IJERPH.
    RePEc:gam:jijerp:v:18:y:2021:i:6:p:3101-:d:519097.

    Full description at Econpapers || Download paper

  3. Elicitation of Preference among Multiple Criteria in Food Distribution by Food Banks. (2021). Hasnain, Tanzid ; Ivy, Julie Simmons ; Orgut, Irem Sengul.
    In: Production and Operations Management.
    RePEc:bla:popmgt:v:30:y:2021:i:12:p:4475-4500.

    Full description at Econpapers || Download paper

  4. Economic Impacts of Irrigation-Constrained Agriculture in the Lower Po Basin. (2018). Mysiak, J ; Koks, E E ; Calliari, E ; Perez-Blanco, C D.
    In: Water Economics and Policy (WEP).
    RePEc:wsi:wepxxx:v:04:y:2018:i:01:n:s2382624x17500035.

    Full description at Econpapers || Download paper

  5. Measuring organisational performance using a mix of OR methods. (2018). Santos, Sérgio ; Belton, Valerie ; Howick, Susan ; Pilkington, Martin.
    In: Technological Forecasting and Social Change.
    RePEc:eee:tefoso:v:131:y:2018:i:c:p:18-30.

    Full description at Econpapers || Download paper

  6. Analysis of Total Factor Efficiency of Water Resource and Energy in China: A Study Based on DEA-SBM Model. (2017). Yang, Weixin ; Li, Lingguang.
    In: Sustainability.
    RePEc:gam:jsusta:v:9:y:2017:i:8:p:1316-:d:106256.

    Full description at Econpapers || Download paper

  7. Modeling at farm level: Positive Multi-Attribute Utility Programming. (2016). Riesgo, Laura ; Gomez-Limon, Jose A ; Gutierrez-Martin, Carlos.
    In: Omega.
    RePEc:eee:jomega:v:65:y:2016:i:c:p:17-27.

    Full description at Econpapers || Download paper

  8. Development of Network-Ranking Model to Create the Best Production Line Value Chain: A Case Study in Textile Industry. (2016). Ahmad, Saeed Mirzamohammadi ; Tamoaitien, Jolanta ; Makui, Ahmad ; Aboumasoudi, Abbas Sheikh.
    In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH.
    RePEc:cys:ecocyb:v:50:y:2016:i:1:p:215-234.

    Full description at Econpapers || Download paper

  9. Technical Efficiency and Organ Transplant Performance: A Mixed-Method Approach. (2015). Medina-Merodio, Jose-Amelio ; De-Pablos, Carmen ; Fernandez-Renedo, Carlos.
    In: IJERPH.
    RePEc:gam:jijerp:v:12:y:2015:i:5:p:4869-4888:d:49144.

    Full description at Econpapers || Download paper

  10. Estimation of portfolio efficiency via DEA. (2015). Zhou, Zhongbao ; Liu, Wenbin ; Xiao, Helu.
    In: Omega.
    RePEc:eee:jomega:v:52:y:2015:i:c:p:107-118.

    Full description at Econpapers || Download paper

  11. Measuring dynamic efficiency of highway maintenance operations. (2015). Fallah-Fini, Saeideh ; Triantis, Konstantinos ; de la Garza, Jesus M. ; Rahmandad, Hazhir.
    In: Omega.
    RePEc:eee:jomega:v:50:y:2015:i:c:p:18-28.

    Full description at Econpapers || Download paper

  12. Building Weighted-Domain Composite Indices of Life Satisfaction with Data Envelopment Analysis. (2014). Picazo-Tadeo, Andres ; Guardiola, Jorge.
    In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
    RePEc:spr:soinre:v:117:y:2014:i:1:p:257-274.

    Full description at Econpapers || Download paper

  13. Measurement Method and Empirical Research on the Sustainable Development Capability of a Regional Industrial System Based on Ecological Niche Theory in China. (2014). Guo, Tao ; He, Qing ; Zhu, Jianxin ; Yin, Hang ; Yu, Botao .
    In: Sustainability.
    RePEc:gam:jsusta:v:6:y:2014:i:12:p:8485-8509:d:42690.

    Full description at Econpapers || Download paper

  14. DEA-Like Model and Common Weights Approach for the Construction of a Subjective Community Well-Being Indicator. (2013). Guizzardi, Andrea ; Bernini, Cristina ; Angelini, Giovanni.
    In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
    RePEc:spr:soinre:v:114:y:2013:i:2:p:405-424.

    Full description at Econpapers || Download paper

  15. Super-efficiency based on a modified directional distance function. (2013). Chen, Yao ; Du, Juan ; Huo, Jiazhen.
    In: Omega.
    RePEc:eee:jomega:v:41:y:2013:i:3:p:621-625.

    Full description at Econpapers || Download paper

  16. Portfolio rebalancing with an investment horizon and transaction costs. (2013). Beasley, John ; Woodside-Oriakhi, M. ; Lucas, C..
    In: Omega.
    RePEc:eee:jomega:v:41:y:2013:i:2:p:406-420.

    Full description at Econpapers || Download paper

  17. Using Data Envelopment Analysis (DEA) for monitoring efficiency-based performance of productivity-driven organizations: Design and implementation of a decision support system. (2013). Samoilenko, Sergey ; Osei-Bryson, Kweku-Muata.
    In: Omega.
    RePEc:eee:jomega:v:41:y:2013:i:1:p:131-142.

    Full description at Econpapers || Download paper

  18. Weighting life domains with Data Envelopment Analysis. (2013). Picazo-Tadeo, Andres ; Guardiola, Jorge.
    In: Working Papers.
    RePEc:eec:wpaper:1311.

    Full description at Econpapers || Download paper

  19. DEA models for extended two-stage network structures. (2012). Li, Yongjun ; Chen, Yao ; Liang, Liang ; Xie, Jianhui.
    In: Omega.
    RePEc:eee:jomega:v:40:y:2012:i:5:p:611-618.

    Full description at Econpapers || Download paper

  20. A review on Ecological Engineering based Engineering Management. (2012). Li, Zongmin ; Xu, Jiuping.
    In: Omega.
    RePEc:eee:jomega:v:40:y:2012:i:3:p:368-378.

    Full description at Econpapers || Download paper

  21. An extension of the Electre I method for group decision-making under a fuzzy environment. (2011). Hatami-Marbini, Adel ; Tavana, Madjid.
    In: Omega.
    RePEc:eee:jomega:v:39:y:2011:i:4:p:373-386.

    Full description at Econpapers || Download paper

  22. Axial solutions for multiple objective linear problems. An application to target setting in DEA models with preferences. (2011). HINOJOSA, M. A. ; Marmol, A. M..
    In: Omega.
    RePEc:eee:jomega:v:39:y:2011:i:2:p:159-167.

    Full description at Econpapers || Download paper

  23. Active portfolio management with benchmarking: A frontier based on alpha. (2010). Baptista, Alexandre ; Alexander, Gordon.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:9:p:2185-2197.

    Full description at Econpapers || Download paper

  24. Ranking farms with a composite indicator of sustainability. (2010). Reig-Martínez, Ernest ; Picazo-Tadeo, Andres ; Gomez-Limon, Jose A. ; Reig-Martinez, Ernest .
    In: Working Papers.
    RePEc:eec:wpaper:1005.

    Full description at Econpapers || Download paper

  25. Active portfolio management with benchmarking: Adding a value-at-risk constraint. (2008). Baptista, Alexandre ; Alexander, Gordon.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:32:y:2008:i:3:p:779-820.

    Full description at Econpapers || Download paper

  26. Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions. (2005). Markowitz, Harry ; Levy, Kenneth N ; Jacobs, Bruce I.
    In: Operations Research.
    RePEc:inm:oropre:v:53:y:2005:i:4:p:586-599.

    Full description at Econpapers || Download paper

  27. A direct test for the mean variance efficiency of a portfolio. (2002). Jagannathan, Ravi ; Sun, Guoqiang ; Basak, Gopal .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:26:y:2002:i:7-8:p:1195-1215.

    Full description at Econpapers || Download paper

  28. Portfolio Optimization with Many Assets: The Importance of Short-Selling. (2001). Levy, Moshe ; Ritov, Yaacov.
    In: University of California at Los Angeles, Anderson Graduate School of Management.
    RePEc:cdl:anderf:qt41x4t67m.

    Full description at Econpapers || Download paper

  29. A note on market-neutral portfolio selection. (1999). C. Y. Kwan, Clarence, .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:23:y:1999:i:5:p:773-800.

    Full description at Econpapers || Download paper

  30. On the optimal selection of portfolios under limited diversification. (1999). Sankaran, Jayaram K. ; Patil, Ajay A..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:23:y:1999:i:11:p:1655-1666.

    Full description at Econpapers || Download paper

  31. The capital gain lock-in effect with short sales constraints. (1998). Klein, Peter.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:22:y:1998:i:12:p:1533-1558.

    Full description at Econpapers || Download paper

  32. Portfolio selection under institutional procedures for short selling: Normative and market-equilibrium considerations. (1997). Kwan, Clarence C. Y., .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:21:y:1997:i:3:p:369-391.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-20 20:23:48 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.