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Evaluating Productive Performance Under Uncertainty: Combining Data Envelopment Analysis, Mean-Variance Analysis, And Multi-Factor Risk Models

In: New Frontiers Of Decision Making For The Information Technology Era

Author

Listed:
  • THIERRY POST

    (Erasmus University Rotterdam, Burg. Oudlaan 50, 3061 PA Rotterdam, The Netherlands)

  • JAAP SPRONK

    (Erasmus University Rotterdam, Burg. Oudlaan 50, 3061 PA Rotterdam, The Netherlands)

Abstract

This study introduces a new approach for evaluating productive performance under uncertainty. The approach combines data envelopment analysis with mean-variance analysis and multi-factor risk models.

Suggested Citation

  • Thierry Post & Jaap Spronk, 2000. "Evaluating Productive Performance Under Uncertainty: Combining Data Envelopment Analysis, Mean-Variance Analysis, And Multi-Factor Risk Models," World Scientific Book Chapters, in: Yong Shi & Milan Zeleny (ed.), New Frontiers Of Decision Making For The Information Technology Era, chapter 14, pages 249-269, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789812792907_0014
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    Cited by:

    1. Cherchye, L. & Post, G.T., 2001. "Methodological Advances in Dea," ERIM Report Series Research in Management ERS-2001-53-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    2. Timo Kuosmanen & Thierry Post, 2002. "Nonparametric Efficiency Analysis under Price Uncertainty: A First-Order Stochastic Dominance Approach," Journal of Productivity Analysis, Springer, vol. 17(3), pages 183-200, May.

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