| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1142232 | Operations Research Letters | 2016 | 5 Pages |
Abstract
We introduce data envelopment analysis (DEA) models equivalent to efficiency tests with respect to the NNth 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 NNth order lower and co-lower partial moments.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Discrete Mathematics and Combinatorics
Authors
Martin Branda, Miloš Kopa,