Volume 7, Issue 1

 

ارسال های اخیر

  • Efficiency of engineering graduate programs in Brazil 

    Silveira da Costa, Naijela Janaina؛ Mariano, Enzo؛ Moralles, Herick (Tehran, Islamic Azad university. Science and Research Unit of Tehran, 2019-01-01)
    The efficiency of graduate programs is directly linked to a country's capacity for innovation, which entails the need to diagnose the causes of low academic performance, as well as the development of techniques and methods ...

  • A Novel Efficiency Ranking Approach Based on Goal Programming and Data Envelopment Analysis for the Evaluation of Iranian Banks 

    Nouri, Mojtaba؛ Mohammadi, Emran؛ Rahmanipour, Mohammad (Tehran, Islamic Azad university. Science and Research Unit of Tehran, 2019-01-01)
    In the Iranian economy, banks play a key role in financing and developing the capital market.Therefore, it is important to evaluate the performance of stock banks. Data ...

  • Robust Portfolio Optimization with risk measure CVAR under MGH distribution in DEA models 

    Robatjazi, Morteza؛ Banihashemi, Shokoofeh؛ Modarresi, Navideh (Tehran, Islamic Azad university. Science and Research Unit of Tehran, 2019-01-01)
    Financial returns exhibit stylized facts such as leptokurtosis, skewness and heavy-tailness. Regarding this behavior, in this paper, we apply multivariate generalized hyperbolic (mGH) distribution for portfolio modeling ...

  • Ranking of units by anti-ideal DMU with common weights 

    Khanmohammadi, Masoumeh؛ Davaei Far, Maryam (Tehran, Islamic Azad university. Science and Research Unit of Tehran, 2019-01-01)
    Data envelopment analysis (DEA) is a powerful technique for performance evaluation of decision making units (DMUs). One of the main objectives that is followed in performance evaluation is discriminating among efficient ...

  • Evaluating the efficiency of bank branches with random data 

    Ghashami, Maryam؛ Hosseinzadeh lotfi, Farhad (Tehran, Islamic Azad university. Science and Research Unit of Tehran, 2019-01-01)
    Data Envelopment Analysis (DEA) is a mathematic technique to evaluate the relative efficiency of a group of homogeneous decision making units (DMUs) with multiple inputs and outputs. The efficiency of each unit is measured ...