The Evaluation of Commercial Banks Performance and Market Risk by using of Fuzzy DEA

Subject Areas : International Journal of Data Envelopment Analysis

Javad Gerami ¹ , Seyed Majid Sajjadi ²

1 - Department of Mathematics, Shiraz Branch, Islamic Azad University, Shiraz, Iran
2 - Department of Financial, Shiraz Municipality, Shiraz, Iran

Received: 2016-09-05 Accepted : 2016-12-12 Published : 2017-01-01

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References:

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[2] Alexander C.O., Leigh C.T., (1997), on the covariance matrices used in value at risk models, Journal of Derivatives 4 (3) 50–62.

[3] Altunbas Y., Liu M.H., Molyneux P., R. Seth, (2000), Efficiency and risk in Japanese banking, Journal of Banking and Finance 24, 1605–1628.