Estimation of portfolio efficient frontier by different measures of risk via ‎DEA

Subject Areas : International Journal of Industrial Mathematics

M. Sanei ¹ , S. ‎Banihashemi‎ ² , M. ‎Kaveh‎ ³

1 - Department of Applied Mathematics, Islamic Azad University of Central Tehran Branch, Tehran, Iran.
2 - Department of Mathematics, Faculty of Mathematics and Computer Science, Allameh Tabataba'i University, Tehran Iran.
3 - Department of Applied Mathematics, Islamic Azad University of Central Tehran Branch, Tehran, Iran.

Received: 2016-08-11 Accepted : 2016-08-11 Published : 2016-08-01

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