DEA models equivalent to general Nth order stochastic dominance efficiency tests

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F16%3A00458120" target="_blank" >RIV/67985556:_____/16:00458120 - isvavai.cz</a>
Alternative codes found
RIV/00216208:11320/16:10323559
Result on the web
<a href="http://dx.doi.org/10.1016/j.orl.2016.02.007" target="_blank" >http://dx.doi.org/10.1016/j.orl.2016.02.007</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1016/j.orl.2016.02.007" target="_blank" >10.1016/j.orl.2016.02.007</a>

Result language
angličtina
Original language name
DEA models equivalent to general Nth order stochastic dominance efficiency tests
Original language description
We introduce data envelopment analysis (DEA) models equivalent to efficiency tests with respect to the Nth 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 Nth order lower and co-lower partial moments.
Czech name
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Czech description
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Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year
2016
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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