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The banking industry is one of the most important pillars of financial markets that the effective performance of this industry has a decisive role in the growth and prosperity of the country's economy. Therefore, considering the key position and role of banks in economic growth and inflation...
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One of the important applications of data envelopment analysis (DEA) is estimation of most productive scale size (MPSS). The goal of this study, is to propose a new approach for estimating of MPSS in the presence of uncertain data that only the upper and lower bounds of them are known. To reach...
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Proposing a full ranking method to rank all the homogeneous decision-making units (DMUs) is one of the important issues in data envelopment analysis (DEA) field. It should be noted that one of the main challenges in using traditional ranking approaches to real-world applications is the presence...
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In the current study, the general fuzzy data envelopment analysis (GFDEA) approach is presented for stock evaluation under data ambiguity and linguistic variables. It should be explained that to propose GFDEA method, data envelopment analysis (DEA), possibilistic programming approach (PPA),...
Persistent link: https://www.econbiz.de/10014262992
Data envelopment analysis (DEA) is one of the popular, powerful, and applicable approaches that is capable to be used in portfolio selection problem (PSP). One of the most important issue that should be considered in the implementation of DEA in PSP, is the uncertainty of financial data. Thus,...
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