مرور Volume 5, Issue 1 بر اساس موضوع "Negative data"

  • Using MODEA and MODM with Different Risk Measures for Portfolio Optimization 

    Navidi, Sarah؛ Rostamy-Malkhalifeh, Mohsen؛ Banihashemi, Shokoofeh (IA University of Arak, 2020-01-01)
    The purpose of this study is to develop portfolio optimization and assets allocation using our proposed models. The study is based on a non-parametric efficiency analysis tool, namely Data Envelopment Analysis (DEA). ...