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EVALUATING PRODUCTIVE PERFORMANCE UNDER UNCERTAINTY: COMBINING DATA ENVELOPMENT ANALYSIS, MEAN-VARIANCE ANALYSIS, AND MULTI-FACTOR RISK MODELS

Thierry Post and Jaap Spronk ()
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Thierry Post: Erasmus University Rotterdam, Burg. Oudlaan 50, 3061 PA Rotterdam, The Netherlands

Chapter 14 in New Frontiers of Decision Making for the Information Technology Era, 2000, pp 249-269 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThis 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.

Keywords: Multiple Criteria; Decision Making; Decision Support Systems; Tradeoff Analysis; System Engineering; Linear Programming (search for similar items in EconPapers)
JEL-codes: M15 C45 O31 O32 D83 (search for similar items in EconPapers)
Date: 2000
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