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Business, international

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A multiple criteria approach to data envelopment analysis

Article Abstract:

A Multiple Criteria Data Envelopment Analysis (MCDEA) model which can be employed to enhance discriminating power of DEA techniques and also provide more reasonable input and output weights without a priori information about the weights is proposed. In the suggested model, several different efficiency measures are defined under the same constraints. Each measure serves as criterion to be optimized. Efficiencies are then assessed under the framework of multiple objective linear programming.

Author: Reeves, Gary R., Li, Xiao-Bai
Publisher: Elsevier B.V.
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 1999
Multiple criteria decision making, Models

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A data envelopment analysis approach to measure the mutual fund performance

Article Abstract:

An evaluation of mutual fund performance is presented, using a model which applies a methodology of operational research called data envelopment analysis (DEA). This method allows mutual fund performance to be defined by indexes which can consider several inputs.

Author: Basso, Antonella, Funari, Stefania
Publisher: Elsevier B.V.
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2001
Research, Evaluation, Measurement, Investments, Mutual funds, Mutual fund industry

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A multivariate statistical approach to reducing the number of variables in data envelopment analysis

Article Abstract:

Usage of statistical techniques to determine smallest number of variables to be used during data envelopment analysis is described.

Author: Jenkins, Larry, Andersen, Murray
Publisher: Elsevier B.V.
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2003
Canada, Usage, Statistical methods

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Subjects list: Methods, Data envelopment analysis
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