Fuzzy Data Envelopment Analysis Approach for Ranking of Stocks with an Application to Tehran Stock Exchange

The main goal of this paper is to propose a new approach for efficiency measurement and ranking of stocks. Data envelopment analysis (DEA) is one of the popular and applicable techniques that can be used to reach this goal. However, there are always concerns about negative data and uncertainty in fi...

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Библиографические подробности
Главные авторы: Pejman Peykani, Emran Mohammadi, Mohsen Rostamy-Malkhalifeh, Farhad Hosseinzadeh Lotfi
Формат: Artigo
Язык:Inglês
Опубликовано: Islamic Azad University of Arak 2019-03-01
Серии:Advances in Mathematical Finance and Applications
Предметы:
Stocks Ranking
Fuzzy DEA
Insurance Companies
Online-ссылка:http://amfa.iau-arak.ac.ir/article_663869_e6b872cfcfe8d2bdcd6d3c79526057d4.pdf
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