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...

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,...