Introducing a Relational Network DEA Model with Stochastic Intermediate measures for Portfolio Optimization
Subject Areas : International Journal of Data Envelopment Analysis
Hoda Golshani
1
(Department of Applied Mathematics, Yadegar-e-Imam Khomeini (RAH) Shahr-e-rey Branch, Islamic Azad University, Tehran, Iran)
Hadi Hadi Bagherzadeh Valami
2
(Department of Applied Mathematics, Yadegar-e-Imam Khomeini (RAH) Shahr-e-rey Branch, Islamic Azad University, Tehran, Iran)
Mahnaz Mirbolouki
3
(Department of Applied Mathematics, Yadegar-e-Imam Khomeini (RAH) Shahr-e-rey Branch, Islamic Azad University, Tehran, Iran)
Keywords:
Abstract :
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[3] Charnes A., W.W. Cooper and E. Rhodes. Measuring the Efficiencies of DMUs, European Journal of Operational Research,( 1978) 2(6)429-444.