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|a (DE-627)JST063716968
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|a (JST)223083
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|a DE-627
|b ger
|c DE-627
|e rakwb
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|a eng
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|a Post, Thierry
|e verfasserin
|4 aut
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|a Performance Evaluation in Stochastic Environments Using Mean-Variance Data Envelopment Analysis
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|c 2001
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|a Text
|b txt
|2 rdacontent
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|a Computermedien
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|a Online-Ressource
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|a 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 framework may include stochastically dominated reference units and exclude stochastically undominated ones. To incorporate uncertainty for the input-output variables in DEA, we propose a mean-variance framework derived from the theory of stochastic dominance. From that framework an extension to the traditional model is derived that prevents the selection of stochastically dominated reference units. In addition, within the mean-variance approach, variance restrictions can be specified that reduce the uncertainty for the performance of the evaluated unit relative to its reference unit.
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|a Copyright 2001 The Institute for Operations Research and the Management Sciences
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|a Utility theory: DEA, stochastic dominance, mean-variance analysis
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|a Effectiveness/Performance: DEA, stochastic dominance, mean-variance analysis
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|a Financial Services
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|a Applied sciences
|x Computer science
|x Computer engineering
|x Computer technology
|x Input output
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|a Mathematics
|x Applied mathematics
|x Statistics
|x Applied statistics
|x Descriptive statistics
|x Measures of variability
|x Statistical variance
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|a Economics
|x Economic disciplines
|x Financial economics
|x Finance
|x Financial analysis
|x Risk management
|x Risk aversion
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|a Economics
|x Economic research
|x Economic analysis
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|a Information science
|x Data products
|x Datasets
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|a Philosophy
|x Logic
|x Logical topics
|x Formal logic
|x Mathematical logic
|x Mathematical set theory
|x Mathematical sets
|x Admissible sets
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|a Economics
|x Microeconomics
|x Economic utility
|x Expected utility
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|a Business
|x Business economics
|x Commercial production
|x Production factors
|x Production efficiency
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|a Mathematics
|x Pure mathematics
|x Linear algebra
|x Matrix theory
|x Matrices
|x Covariance matrices
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|a Business
|x Business economics
|x Commercial production
|x Production engineering
|x Production technology
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|a research-article
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|i Enthalten in
|t Operations Research
|d Institute for Operations Research and the Management Sciences, 1956
|g 49(2001), 2, Seite 281-292
|w (DE-627)320595005
|w (DE-600)2019440-7
|x 15265463
|7 nnns
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|g volume:49
|g year:2001
|g number:2
|g pages:281-292
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|u https://www.jstor.org/stable/223083
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|d 49
|j 2001
|e 2
|h 281-292
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