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)

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

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References:

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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.