"2336-162X" . "60302" . . . "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." . . "7"^^ . . . . "1"^^ . . . . . "RIV/00216208:11320/13:10145676!RIV14-GA0-11320___" . "1"^^ . . "http://www.ekf.vsb.cz/frpfi/en/Conference_proceedings/" . "11320" . . "RIV/00216208:11320/13:10145676" . . "Ostrava, Czech Republic" . "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."@en . "An approach to DEA-superefficiency in finance"@en . . "Ostrava, Czech Republic" . "Branda, Martin" . . "[9FA0A267A553]" . . "An approach to DEA-superefficiency in finance" . "I, P(GP13-03749P)" . "An approach to DEA-superefficiency in finance"@en . . . "conditional value at risk; superefficiency; negative data; data envelopment analysis; Financial efficiency"@en . "V\u0160B-Technical university of Ostrava, Faculty of Economics, Finance department" . "An approach to DEA-superefficiency in finance" . . "2013-09-09+02:00"^^ . "Financial management of firms and financial institutions" . "978-80-248-3172-5" . .