Performance Evaluation in Stochastic Environments Using Mean-Variance Data Envelopment Analysis
Traditional Data Envelope Analysis (DEA) neglects uncertainty for the input-output variables by treating the observations as if they were the true input-output variables to select reference units for efficiency estimation and performance benchmarking. In stochastic environments, the traditional fram...
| Veröffentlicht in: | Operations Research. - Institute for Operations Research and the Management Sciences, 1956. - 49(2001), 2, Seite 281-292 |
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| Format: | Online-Aufsatz |
| Sprache: | English |
| Veröffentlicht: |
2001
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| Zugriff auf das übergeordnete Werk: | Operations Research |
| Schlagworte: | Utility theory: DEA, stochastic dominance, mean-variance analysis Effectiveness/Performance: DEA, stochastic dominance, mean-variance analysis Financial Services Applied sciences Mathematics Economics Information science Philosophy Business |
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