Data envelopment analysis of mutual funds based on second-order stochastic dominance.

Sebastián Lozano Ester Gutiérrez

Published in: Eur. J. Oper. Res. (2008)

Keyphrases

data envelopment analysis
stochastic dominance
fuzzy random variables
input output
random variables
linear programming
dea models
efficient frontier
multi period
multi criteria
multiple objective programming
evolutionary algorithm
dea model
genetic algorithm