This HTML5 document contains 45 embedded RDF statements represented using HTML+Microdata notation.

The embedded RDF content will be recognized by any processor of HTML5 Microdata.

Namespace Prefixes

PrefixIRI
n20http://linked.opendata.cz/ontology/domain/vavai/riv/typAkce/
dctermshttp://purl.org/dc/terms/
n21http://purl.org/net/nknouf/ns/bibtex#
n17http://localhost/temp/predkladatel/
n9http://linked.opendata.cz/resource/domain/vavai/projekt/
n5http://linked.opendata.cz/resource/domain/vavai/riv/tvurce/
n14http://linked.opendata.cz/resource/domain/vavai/subjekt/
n13http://linked.opendata.cz/ontology/domain/vavai/
n11http://linked.opendata.cz/resource/domain/vavai/vysledek/RIV%2F00216208%3A11320%2F13%3A10145676%21RIV14-GA0-11320___/
n23https://schema.org/
shttp://schema.org/
skoshttp://www.w3.org/2004/02/skos/core#
rdfshttp://www.w3.org/2000/01/rdf-schema#
n4http://linked.opendata.cz/ontology/domain/vavai/riv/
n2http://linked.opendata.cz/resource/domain/vavai/vysledek/
rdfhttp://www.w3.org/1999/02/22-rdf-syntax-ns#
n12http://linked.opendata.cz/ontology/domain/vavai/riv/klicoveSlovo/
n10http://linked.opendata.cz/ontology/domain/vavai/riv/duvernostUdaju/
xsdhhttp://www.w3.org/2001/XMLSchema#
n19http://linked.opendata.cz/ontology/domain/vavai/riv/jazykVysledku/
n18http://linked.opendata.cz/ontology/domain/vavai/riv/aktivita/
n22http://linked.opendata.cz/ontology/domain/vavai/riv/druhVysledku/
n6http://linked.opendata.cz/ontology/domain/vavai/riv/obor/
n8http://reference.data.gov.uk/id/gregorian-year/

Statements

Subject Item
n2:RIV%2F00216208%3A11320%2F13%3A10145676%21RIV14-GA0-11320___
rdf:type
skos:Concept n13:Vysledek
rdfs:seeAlso
http://www.ekf.vsb.cz/frpfi/en/Conference_proceedings/
dcterms:description
We deal with a problem of identifying efficient investment opportunities on financial markets. We access efficiency using mean-risk profile of the considered opportunities and show that Data Envelopment Analysis (DEA) can be useful tool for this purpose. We propose a way how to sort the efficient investment opportunities, which is known as superefficiency approach from the DEA literature. We show that our method is related to the traditional mean-risk efficiency based on multiobjective optimization principles. In the numerical study, we access efficiency and superefficiency of representative US industry stock portfolios. We deal with a problem of identifying efficient investment opportunities on financial markets. We access efficiency using mean-risk profile of the considered opportunities and show that Data Envelopment Analysis (DEA) can be useful tool for this purpose. We propose a way how to sort the efficient investment opportunities, which is known as superefficiency approach from the DEA literature. We show that our method is related to the traditional mean-risk efficiency based on multiobjective optimization principles. In the numerical study, we access efficiency and superefficiency of representative US industry stock portfolios.
dcterms:title
An approach to DEA-superefficiency in finance An approach to DEA-superefficiency in finance
skos:prefLabel
An approach to DEA-superefficiency in finance An approach to DEA-superefficiency in finance
skos:notation
RIV/00216208:11320/13:10145676!RIV14-GA0-11320___
n13:predkladatel
n14:orjk%3A11320
n4:aktivita
n18:P n18:I
n4:aktivity
I, P(GP13-03749P)
n4:dodaniDat
n8:2014
n4:domaciTvurceVysledku
n5:4796462
n4:druhVysledku
n22:D
n4:duvernostUdaju
n10:S
n4:entitaPredkladatele
n11:predkladatel
n4:idSjednocenehoVysledku
60302
n4:idVysledku
RIV/00216208:11320/13:10145676
n4:jazykVysledku
n19:eng
n4:klicovaSlova
conditional value at risk; superefficiency; negative data; data envelopment analysis; Financial efficiency
n4:klicoveSlovo
n12:data%20envelopment%20analysis n12:conditional%20value%20at%20risk n12:negative%20data n12:Financial%20efficiency n12:superefficiency
n4:kontrolniKodProRIV
[9FA0A267A553]
n4:mistoKonaniAkce
Ostrava, Czech Republic
n4:mistoVydani
Ostrava, Czech Republic
n4:nazevZdroje
Financial management of firms and financial institutions
n4:obor
n6:BB
n4:pocetDomacichTvurcuVysledku
1
n4:pocetTvurcuVysledku
1
n4:projekt
n9:GP13-03749P
n4:rokUplatneniVysledku
n8:2013
n4:tvurceVysledku
Branda, Martin
n4:typAkce
n20:WRD
n4:zahajeniAkce
2013-09-09+02:00
s:issn
2336-162X
s:numberOfPages
7
n21:hasPublisher
VŠB-Technical university of Ostrava, Faculty of Economics, Finance department
n23:isbn
978-80-248-3172-5
n17:organizacniJednotka
11320