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Negative Data in DEA: A Simple Proportional Distance Function Approach
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- Solórzano-Taborga, Pablo & Alonso-Conde, Ana Belén & Rojo-Suárez, Javier, 2018. "Efficiency and Persistence of Spanish Absolute Return Funds || Eficiencia y persistencia de los fondos de retorno absolutos españoles," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 25(1), pages 186-214, Junio.
- Kao, Chiang, 2022. "Measuring efficiency in a general production possibility set allowing for negative data: An extension and a focus on returns to scale," European Journal of Operational Research, Elsevier, vol. 296(1), pages 267-276.
- Ruiyue Lin & Zhiping Chen, 2017. "A directional distance based super-efficiency DEA model handling negative data," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 68(11), pages 1312-1322, November.
- Martin Branda, 2016. "Mean-value at risk portfolio efficiency: approaches based on data envelopment analysis models with negative data and their empirical behaviour," 4OR, Springer, vol. 14(1), pages 77-99, March.
- Amineh Ghazi & Farhad Hosseinzadeh Lotfi & Masoud Sanei, 2020. "Hybrid efficiency measurement and target setting based on identifying defining hyperplanes of the PPS with negative data," Operational Research, Springer, vol. 20(2), pages 1055-1092, June.
- Sahoo, Biresh K. & Luptacik, Mikulas & Mahlberg, Bernhard, 2011. "Alternative measures of environmental technology structure in DEA: An application," European Journal of Operational Research, Elsevier, vol. 215(3), pages 750-762, December.
- Zhishuo Zhang & Yao Xiao & Zitian Fu & Kaiyang Zhong & Huayong Niu, 2022. "A Study on Early Warnings of Financial Crisis of Chinese Listed Companies Based on DEA–SVM Model," Mathematics, MDPI, vol. 10(12), pages 1-23, June.
- Aparicio, Juan & Pastor, Jesus T. & Vidal, Fernando, 2016. "The directional distance function and the translation invariance property," Omega, Elsevier, vol. 58(C), pages 1-3.
- Ioannis E. Tsolas, 2019. "Utility Exchange Traded Fund Performance Evaluation. A Comparative Approach Using Grey Relational Analysis and Data Envelopment Analysis Modelling," IJFS, MDPI, vol. 7(4), pages 1-9, November.
- Qianying JIN & Kristiaan KERSTENS & Ignace VAN DE WOESTYNE, 2023.
"Convex and Nonconvex Nonparametric Frontier-based Classification Methods for Anomaly Detection,"
Working Papers
2023-EQM-01, IESEG School of Management.
- Qianying Jin & Kristiaan Kerstens & Ignace van de Woestyne, 2024. "Convex and nonconvex nonparametric frontier-based classification methods for anomaly detection," Post-Print hal-04548588, HAL.
- Jin, Qianying & Basso, Antonella & Funari, Stefania & Kerstens, Kristiaan & Van de Woestyne, Ignace, 2024.
"Evaluating different groups of mutual funds using a metafrontier approach: Ethical vs. non-ethical funds,"
European Journal of Operational Research, Elsevier, vol. 312(3), pages 1134-1145.
- Qianying Jin & Antonella Basso & Stefania Funari & Kristiaan Kerstens & Ignace van de Woestyne, 2024. "Evaluating different groups of mutual funds using a metafrontier approach: Ethical vs. non-ethical funds," Post-Print hal-04273693, HAL.
- Kerstens, Kristiaan & Van de Woestyne, Ignace, 2014.
"A note on a variant of radial measure capable of dealing with negative inputs and outputs in DEA,"
European Journal of Operational Research, Elsevier, vol. 234(1), pages 341-342.
- K. Kerstens & I. van de Woestyne, 2014. "A note on a variant of radial measure capable of dealing with negative inputs and outputs in DEA," Post-Print hal-00918291, HAL.
- Yang, Min & Li, Yongjun & Chen, Ya & Liang, Liang, 2014. "An equilibrium efficiency frontier data envelopment analysis approach for evaluating decision-making units with fixed-sum outputs," European Journal of Operational Research, Elsevier, vol. 239(2), pages 479-489.
- Sahoo, Biresh K & Khoveyni, Mohammad & Eslami, Robabeh & Chaudhury, Pradipta, 2016. "Returns to scale and most productive scale size in DEA with negative data," European Journal of Operational Research, Elsevier, vol. 255(2), pages 545-558.
- Cinzia Daraio & Léopold Simar, 2016.
"Efficiency and benchmarking with directional distances: a data-driven approach,"
Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 67(7), pages 928-944, July.
- Daraio, Cinzia & Simar, Leopold, 2014. "Efficiency and benchmarking with directional distances: a data driven approach," LIDAM Discussion Papers ISBA 2014016, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Cinzia Daraio & Leopold Simar, 2014. "Efficiency and benchmarking with directional distances. A data driven approach," DIAG Technical Reports 2014-07, Department of Computer, Control and Management Engineering, Universita' degli Studi di Roma "La Sapienza".
- Daraio, Cinzia & Simar, Leopold, 2016. "Efficiency and benchmarking with directional distances: a data-driven approach," LIDAM Reprints ISBA 2016013, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Tarnaud, Albane Christine & Leleu, Hervé, 2018.
"Portfolio analysis with DEA: Prior to choosing a model,"
Omega, Elsevier, vol. 75(C), pages 57-76.
- Albane Tarnaud & Hervé Leleu, 2016. "Portfolio analysis with DEA: prior to choosing a model," Working Papers 2016-EQM-05, IESEG School of Management.
- Albane Christine Tarnaud & Herve Leleu, 2018. "Portfolio analysis with DEA: Prior to choosing a model," Post-Print halshs-01720372, HAL.
- Qianying Jin & Kristiaan Kerstens & Ignace Van de Woestyne, 2024.
"Convex and nonconvex nonparametric frontier-based classification methods for anomaly detection,"
OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 46(4), pages 1213-1239, December.
- Qianying JIN & Kristiaan KERSTENS & Ignace VAN DE WOESTYNE, 2023. "Convex and Nonconvex Nonparametric Frontier-based Classification Methods for Anomaly Detection," Working Papers 2023-EQM-01, IESEG School of Management.
- Qianying Jin & Kristiaan Kerstens & Ignace van de Woestyne, 2024. "Convex and nonconvex nonparametric frontier-based classification methods for anomaly detection," Post-Print hal-04548588, HAL.
- Sahoo, Biresh K. & Mehdiloozad, Mahmood & Tone, Kaoru, 2014. "Cost, revenue and profit efficiency measurement in DEA: A directional distance function approach," European Journal of Operational Research, Elsevier, vol. 237(3), pages 921-931.
- Basso, Antonella & Funari, Stefania, 2014.
"Constant and variable returns to scale DEA models for socially responsible investment funds,"
European Journal of Operational Research, Elsevier, vol. 235(3), pages 775-783.
- Antonella Basso & Stefania Funari, 2012. "Constant and variable returns to scale DEA models for socially responsible investment funds," Working Papers 2012_20, Department of Economics, University of Venice "Ca' Foscari".
- Wai‐Peng Wong & Qiang Deng & Ming-Lang Tseng & Loo‐Hay Lee & Chee‐Wooi Hooy, 2014. "A Stochastic Setting To Bank Financial Performance For Refining Efficiency Estimates," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 21(4), pages 225-245, October.
- Brandouy, Olivier & Kerstens, Kristiaan & Van de Woestyne, Ignace, 2015.
"Frontier-based vs. traditional mutual fund ratings: A first backtesting analysis,"
European Journal of Operational Research, Elsevier, vol. 242(1), pages 332-342.
- Olivier Brandouy & Kristiaan Kerstens & Ignace Van De Woestyne, 2015. "Frontier-based vs. traditional mutual fund ratings: A first backtesting analysis," Post-Print hal-01533555, HAL.
- Silva, Maria C.A. & Camanho, Ana S. & Barbosa, Flávia, 2020. "Benchmarking of secondary schools based on Students’ results in higher education," Omega, Elsevier, vol. 95(C).
- Cova-Alonso, David José & Díaz-Hernández, Juan José & Martínez-Budría, Eduardo, 2021. "A strong efficiency measure for CCR/BCC models," European Journal of Operational Research, Elsevier, vol. 291(1), pages 284-295.
- Masayuki Sato & Kenta Tanaka & Shunsuke Managi, 2018. "Inclusive wealth, total factor productivity, and sustainability: an empirical analysis," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 20(4), pages 741-757, October.
- Sepideh Kaffash & Reza Kazemi Matin & Mohammad Tajik, 2018. "A directional semi-oriented radial DEA measure: an application on financial stability and the efficiency of banks," Annals of Operations Research, Springer, vol. 264(1), pages 213-234, May.
- Halická, Margaréta & Trnovská, Mária & Černý, Aleš, 2024. "A unified approach to radial, hyperbolic, and directional efficiency measurement in data envelopment analysis," European Journal of Operational Research, Elsevier, vol. 312(1), pages 298-314.
- Alka Obadić & Aleksander Aristovnik, 2011. "Relative efficiency of higher education in Croatia and Slovenia: an international comparison," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 13(30), pages 362-376, June.
- Oliveira, Renata & Zanella, Andreia & Camanho, Ana S., 2019. "The assessment of corporate social responsibility: The construction of an industry ranking and identification of potential for improvement," European Journal of Operational Research, Elsevier, vol. 278(2), pages 498-513.
- Lin, Ruiyue & Li, Zongxin, 2020. "Directional distance based diversification super-efficiency DEA models for mutual funds," Omega, Elsevier, vol. 97(C).
- D’Inverno, Giovanna & Carosi, Laura & Romano, Giulia, 2021. "Environmental sustainability and service quality beyond economic and financial indicators: A performance evaluation of Italian water utilities," Socio-Economic Planning Sciences, Elsevier, vol. 75(C).
- Claudio Thieme & Víctor Giménez & Diego Prior & Emili Tortosa-Ausina, 2023. "Health vs. Wealth: A Cross-country Analysis of Managerial Effectiveness of the COVID-19," Working Papers 2023/10, Economics Department, Universitat Jaume I, Castellón (Spain).
- Li, Ye & Cui, Qiang, 2018. "Airline efficiency with optimal employee allocation: An Input-shared Network Range Adjusted Measure," Journal of Air Transport Management, Elsevier, vol. 73(C), pages 150-162.
- Barra, Cristian & Zotti, Roberto, 2014. "Handling negative data using Data Envelopment Analysis: a directional distance approach applied to higher education," MPRA Paper 55570, University Library of Munich, Germany.
- Thiago Christiano Silva & Solange Maria Guerra & Marcus Vinicius B. Santos, 2022. "The role of externalities in fiscal efficiency," Empirical Economics, Springer, vol. 62(6), pages 2827-2864, June.
- Kao, Chiang, 2020. "Measuring efficiency in a general production possibility set allowing for negative data," European Journal of Operational Research, Elsevier, vol. 282(3), pages 980-988.