Application of DEA-cross efficiency in portfolio selection of 20 reputable companies in the Iranian stock market.
One of the problems in portfolio selection, is choosing a stock with conflicting and incomparable objectives such as return and risk. DEA cross efficiency is one of the most useful tools in assessing performance and prioritize a number of firms that makes it possible to determine efficient units in...
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| Principais autores: | , , |
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| Format: | Artigo |
| Jezik: | Persa |
| Izdano: |
Ayandegan Institute of Higher Education, Tonekabon,
2018-05-01
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| Serija: | تصمیم گیری و تحقیق در عملیات |
| Teme: | |
| Online dostop: | https://www.journal-dmor.ir/article_63751_8c20a63ef40e7c31086a1f6cbc2a29b7.pdf |
| Oznake: |
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