Results 51 to 60 of about 63,435 (211)
A reasonable benchmarking frontier using DEA : an incentive scheme to improve efficiency in public hospitals [PDF]
, 2007 There exists research relating management concepts with productivity measurement methods that offers useful solutions for improving management control in the public sector.
Surroca, Jordi, Prior, Diego
core
Studies in Business and Economics, 2017 This paper empirically examines whether commodity derivatives can be used as an alternative investment asset in India where commodity markets are at emerging state and provides the same diversification benefit as they provide in developed commodity ...
Singhal Shelly
doaj +1 more source
A General Framework for Portfolio Theory. Part III: Multi-Period Markets and Modular Approach
Risks, 2019 This is Part III of a series of papers which focus on a general framework for portfolio theory. Here, we extend a general framework for portfolio theory in a one-period financial market as introduced in Part I [Maier-Paape and Zhu, Risks 2018, 6(2), 53 ...
Stanislaus Maier-Paape +2 more
doaj +1 more source
Building an Optimal Portfolio Consisting of two Assets and Its Efficient Frontier [PDF]
In modern portfolio theory, it is common practice to first compute the risk-reward efficient frontier and then to support an individual investor in selecting a portfolio that meets his/her preferences for profitability and risk.
Florentin SERBAN, Mihail BUSU
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THE MEAN-GINI EFFICIENT PORTFOLIO FRONTIER
, 2005 A main advantage of the mean-variance (MV) portfolio frontier is its simplicity and ease of derivation. A major shortcoming, however, lies in its familiar restrictions, such as the quadraticity of preferences or the normality of distributions.
Shlomo Yitzhaki, Haim Shalit
core +1 more source
The Recursive Thick Frontier Approach to Estimating Efficiency [PDF]
The traditional econometric techniques for frontier models, namely the Stochastic Frontier Approach (SFA), the Thick Frontier Approach (TFA) and the Distribution Free Approach (DFA) have in common that they depend on a priori assumptions that are ...
Schure, Paul, Wagenvoort, Rien
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AN EMPIRICAL SURVEY OF FRONTIER EFFICIENCY MEASUREMENT TECHNIQUES IN HEALTHCARE SERVICES [PDF]
Healthcare institutions worldwide are increasingly the subject of analyses aimed at defining, measuring and improving organisational efficiency. However, despite the importance of efficiency measurement in healthcare services, it is only relatively ...
Andrew Worthington
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Optimal dynamic mean-variance asset-liability management under the Heston model
Advances in Difference Equations, 2018 This paper studies a continuous-time mean-variance asset-liability management problem under the Heston model. Specifically, an asset-liability manager is allowed to invest in a risk-free asset and a risky asset whose price process is governed by the ...
Jian Pan, Zujin Zhang, Xiangying Zhou
doaj +1 more source
Alternative methods to examine hospital efficiency: Data Envelopment Analysis and Stochastic Frontier Analysis [PDF]
There has been increasing interest in the ability of different methods to rank efficient hospitals over their inefficient counterparts. The UK Department of Health has used three cost indices to benchmark NHS Trusts.
Rowena Jacobs
core
Growing the efficient frontier on panel trees
Journal of Financial EconomicsWe introduce a new class of tree-based models, P-Trees, for analyzing (unbalanced) panel of individual asset returns, generalizing high-dimensional sorting with economic guidance and interpretability. Under the mean-variance efficient framework, P-Trees construct test assets that significantly advance the efficient frontier compared to commonly used ...
Lin William Cong +3 more
openaire +2 more sources