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This book introduces readers to benchmarking techniques in the stochastic environment, primarily stochastic data envelopment analysis (DEA), and provides stocha
Benchmarking with DEA, SFA, and R
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This book covers recent advances in efficiency evaluations, most notably Data Envelopment Analysis (DEA) and Stochastic Frontier Analysis (SFA) methods. It intr
Performance Benchmarking
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"In this book, Peter Bogetoft - THE expert on the theory and practice of benchmarking - provides an in–depth yet very accessible and readable explanation of t
A Benchmark Approach to Quantitative Finance
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A framework for financial market modeling, the benchmark approach extends beyond standard risk neutral pricing theory. It permits a unified treatment of portfol
Stochastic Optimization
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This book addresses stochastic optimization procedures in a broad manner. The first part offers an overview of relevant optimization philosophies; the second de