Introducing a Relational Network DEA Model with Stochastic Intermediate measures for Portfolio Optimization

Subject Areas : International Journal of Data Envelopment Analysis

Hoda Golshani ¹ , Hadi Hadi Bagherzadeh Valami ² , Mahnaz Mirbolouki ³

1 - Department of Applied Mathematics, Yadegar-e-Imam Khomeini (RAH) Shahr-e-rey Branch, Islamic Azad University, Tehran, Iran
2 - Department of Applied Mathematics, Yadegar-e-Imam Khomeini (RAH) Shahr-e-rey Branch, Islamic Azad University, Tehran, Iran
3 - Department of Applied Mathematics, Yadegar-e-Imam Khomeini (RAH) Shahr-e-rey Branch, Islamic Azad University, Tehran, Iran

Received: 2016-02-11 Accepted : 2016-05-29 Published : 2016-09-20

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References:

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[2] Behzadi, M. H, Nematollahi, N. Mirbolouki, M. Ranking Efficient DMUs with Stochastic Data by Considering Inecient Frontier, International Journal of Industrial Mathematics, 1 (3): (2009) 219-226.

[3] Charnes A., W.W. Cooper and E. Rhodes. Measuring the Efficiencies of DMUs, European Journal of Operational Research,( 1978) 2(6)429-444.