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Statements

Subject Item
n2:RIV%2F00216208%3A11320%2F13%3A10139269%21RIV14-GA0-11320___
rdf:type
n9:Vysledek skos:Concept
rdfs:seeAlso
https://mme2013.vspj.cz/about-conference/conference-proceedings
dcterms:description
We propose numerically tractable formulations of the diversification-consistent DEA tests, which generalize traditional DEA tests as well as mean-risk models. We employ general deviation measures to measure risk of the investment opportunities. We will compare strength of the tests and give characterizations of efficient and inefficient investment opportunities. US industry representative portfolios will be ranked using the proposed DEA tests. We propose numerically tractable formulations of the diversification-consistent DEA tests, which generalize traditional DEA tests as well as mean-risk models. We employ general deviation measures to measure risk of the investment opportunities. We will compare strength of the tests and give characterizations of efficient and inefficient investment opportunities. US industry representative portfolios will be ranked using the proposed DEA tests.
dcterms:title
Diversification-consistent DEA-risk tests - solution techniques and an empirical comparison Diversification-consistent DEA-risk tests - solution techniques and an empirical comparison
skos:prefLabel
Diversification-consistent DEA-risk tests - solution techniques and an empirical comparison Diversification-consistent DEA-risk tests - solution techniques and an empirical comparison
skos:notation
RIV/00216208:11320/13:10139269!RIV14-GA0-11320___
n9:predkladatel
n22:orjk%3A11320
n3:aktivita
n21:P n21:I
n3:aktivity
I, P(GAP402/12/0558), P(GP13-03749P)
n3:dodaniDat
n17:2014
n3:domaciTvurceVysledku
n11:4796462
n3:druhVysledku
n19:D
n3:duvernostUdaju
n7:S
n3:entitaPredkladatele
n18:predkladatel
n3:idSjednocenehoVysledku
70045
n3:idVysledku
RIV/00216208:11320/13:10139269
n3:jazykVysledku
n16:eng
n3:klicovaSlova
US industry representative portfolios; efficiency; deviation measures; diversification; Data envelopment analysis
n3:klicoveSlovo
n4:US%20industry%20representative%20portfolios n4:deviation%20measures n4:Data%20envelopment%20analysis n4:efficiency n4:diversification
n3:kontrolniKodProRIV
[69F73E457ECB]
n3:mistoKonaniAkce
Jihlava
n3:mistoVydani
Jihlava
n3:nazevZdroje
Proceedings of the 31st International Conference on Mathematical Methods in Economics 2013
n3:obor
n15:BB
n3:pocetDomacichTvurcuVysledku
1
n3:pocetTvurcuVysledku
1
n3:projekt
n10:GAP402%2F12%2F0558 n10:GP13-03749P
n3:rokUplatneniVysledku
n17:2013
n3:tvurceVysledku
Branda, Martin
n3:typAkce
n5:WRD
n3:zahajeniAkce
2013-09-11+02:00
s:numberOfPages
6
n12:hasPublisher
College of Polytechnics, Jihlava, Czech Republic
n8:isbn
978-80-87035-76-4
n13:organizacniJednotka
11320