| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 6898180 | European Journal of Operational Research | 2012 | 8 Pages |
Abstract
⺠We compare deterministic and bootstrap DEA efficiencies for investment funds. ⺠We show deterministic efficiencies are consistent but biased. ⺠We derive bootstrap efficiencies and confidence intervals. ⺠We show how to statistically rank investments by efficiency. ⺠We show how to deal with autocorrelation and diversification.
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
John D. Lamb, Kai-Hong Tee,