DEA-Risk Efficiency and Stochastic Dominance Efficiency of Stock Indices
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References listed on IDEAS
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More about this item
KeywordsData Envelopment Analysis; risk measures; index efficiency; stochastic dominance;
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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