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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Sparad:
Bibliografiska uppgifter
Huvudupphovsmän: Pejman Peykani, Emran Mohammadi, Mohsen Rostamy-Malkhalifeh, Farhad Hosseinzadeh Lotfi
Materialtyp: Artigo
Språk:Inglês
Publicerad: Islamic Azad University of Arak 2019-03-01
Serie:Advances in Mathematical Finance and Applications
Ämnen:
Stocks Ranking
Fuzzy DEA
Insurance Companies
Länkar:http://amfa.iau-arak.ac.ir/article_663869_e6b872cfcfe8d2bdcd6d3c79526057d4.pdf
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