A Fuzzy DEA Approach for Project Selection Utilizing Analyze Desirable and Undesirable Risk
محورهای موضوعی : مجله بین المللی ریاضیات صنعتی
SH. Sadeghiyan
1
(
Department of Mathematics, Tabriz Branch, Islamic Azad University, Tabriz, Iran.
)
F. Hosseinzade Lotfi
2
(
Department of Mathematics, Science and Research Branch, Islamic Azad University, Tehran, Iran.
)
B. Daneshian
3
(
Department of Mathematics, Central-Tehran Branch, Islamic Azad University, Tehran, Iran.
)
N. Azarmir shotorbani
4
(
Department of Mathematics, Tabriz Branch, Islamic Azad University, Tabriz, Iran.
)
کلید واژه: Downside Risk, Fuzzy theory, upper risk, Data Envelopment Analysis, project portfolio selection,
چکیده مقاله :
This paper proposes a DEA-based model for analyze the fuzzy risk in project selection. We used concept semi-variance for measure upper and downside risk and a DEA model for Classification desirable and undesirable risk. Firstly, the proposed model includes new desirable and undesirable risk-return indexes. Thus a novel DEA model is presented for evaluation and Classification desirable and undesirable risks and finally, is extend to fuzzy DEA model for project portfolio selection. An applied example is used to explain the proposed approach and usefulness and applicability of this approach have been illustrated using the 37 available projects.
این مقاله یک مدل مبتنی برDEA برای تحلیل ریسک فازی در انتخاب پروٰژه ارایه می دهد. ما از مفهوم نیم واریانس برای اندازه گیری ریسک بالا و پایین ویک مدل DEAبرای طبقه بندی ریسک مطلوب و نامطلوب استفاده می کنیم. اولا مدل پیشنهادی شامل شاخص های جدید ریسک مطلوب-بازده و ریسک نامطلوب-بازده است.بنابراین یک مدل جدید برای ارزیابی و طبقه بندی ریسک مطلوب و نامطلوب ارایه شده است. ونهایتا به یک مدل DEAفازی برای انتخاب پورتفولیو پروژه توسعه داده شده است. یک مثال کاربردی با ۳۷ پروژه در دسترس برای توضبح و کاربردی بودن روش پیشتهادی ارایه شده است.
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