Ruiyue Lin

A directional distance based super-efficiency DEA model handling negative data

  • Zhiping Chen
  • Ruiyue Lin
    • Categories Applications - OR and Management Sciences

    This paper develops a new radial super-efficiency data envelopment analysis (DEA) model, which allows input-output variables to take both negative and positive values. Compared with existing DEA models capable of dealing with negative data, the proposed model can rank the efficient DMUs and is feasible no matter whether the input-output data are non-negative or not. … Read more

    Multi-period fund performance evaluation: A dynamic network DEA approach with diversification and the directional distance function

  • Zhiping Chen
  • Qianhui Hu
  • Ruiyue Lin
    • Categories Finance and Economics

    When analyzing the relative performance of mutual funds, current data envelopment analysis (DEA) models with diversification only consider risks and returns over the entire investment process, which ignore the performance change in consecutive periods. This paper introduces a novel multi-period network DEA approach with diversification and the directional distance function. The new approach decomposes the … Read more