Risk-Based DEA Efficiency and SSD Efficiency of OECD Members Stock Indices

Risk-Based DEA Efficiency and SSD Efficiency of OECD Members Stock Indices

A stock market index gives some illustrative information regarding the financial market. In this study, we are interested in stock indices efficiency of OECD member countries. We use Data Envelopment Analysis (DEA) methodology and Second Order Stochastic Dominance (SSD) Criteria as an efficiency met...

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Bibliographic Details
Main Authors: Neslihan Fidan Keçeci, Yonca Erdem Demirtaş
Format: Article
Language:English
Published: Istanbul University 2018-03-01
Series:Alphanumeric Journal
Subjects:
conditional value at risk
data envelopment analysis
index efficiency
stochastic dominance
Online Access: http://alphanumericjournal.com/media/Issue/volume-6-issue-1-2018/risk-based-dea-efficiency-and-ssd-efficiency-of-oecd-members_lZlPYTE.pdf

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http://alphanumericjournal.com/media/Issue/volume-6-issue-1-2018/risk-based-dea-efficiency-and-ssd-efficiency-of-oecd-members_lZlPYTE.pdf

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