Fuzzy Data Envelopment Analysis Approach for Ranking of Stocks with an Application to Tehran Stock Exchange
The main goal of this paper is to propose a new approach for efficiency measurement and ranking of stocks. Data envelopment analysis (DEA) is one of the popular and applicable techniques that can be used to reach this goal. However, there are always concerns about negative data and uncertainty in fi...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Islamic Azad University of Arak
2019-03-01
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| Series: | Advances in Mathematical Finance and Applications |
| Subjects: | |
| Online Access: | http://amfa.iau-arak.ac.ir/article_663869_e6b872cfcfe8d2bdcd6d3c79526057d4.pdf |