An Efficient Portfolio Selection Methodology using DEA Approach

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

An MCDM-DEA approach for technology selection

Technology selection is an important part of management of technology. Recently Karsak and Ahiska (2005) proposed a novel common weight multiple criteria decision making (MCDM) methodology for selection of the best Advanced Manufacturing Technology (AMT) candidates based on a number of attributes. However, Amin et al. (2006), by means of a numerical example demonstrated the convergence difficul...

متن کامل

A Methodology for R&D Portfolio Selection: Employing an Integrated DEA and BSC Model

We present a portfolio selection methodology that responds to three major goals that most R&D organizations are concerned with – effectiveness, efficiency, and balance. The methodology uses a strategy-oriented, multi-criterion, evaluation model that integrates concepts from data envelopment analysis (DEA) and balanced scorecard (BSC). It is based on two subsequent phases. At the first phase ind...

متن کامل

an mcdm-dea approach for technology selection

technology selection is an important part of management of technology. recently karsak and ahiska (2005) proposed a novel common weight multiple criteria decision making (mcdm) methodology for selection of the best advanced manufacturing technology (amt) candidates based on a number of attributes. however, amin et al. (2006), by means of a numerical example demonstrated the convergence difficul...

متن کامل

Stock Portfolio Selection using Data Mining Approach

Once it is decided that investment is to be made in the stock, the obvious question which arises is: which all stocks should be purchased? Past performance will not guarantee the future, but it is still worthwhile to evaluate the investments based on their ability to deliver consistent returns with minimal risk. Therefore, the ability to generate most profitable return from short term stock tra...

متن کامل

A Fuzzy Goal Programming Model for Efficient Portfolio Selection.

This paper considers a multi-objective portfolio selection problem imposed by gaining of portfolio, divided yield and risk control in an ambiguous investment environment, in which the return and risk are characterized by probabilistic numbers. Based on the theory of possibility, a new multi-objective portfolio optimization model with gaining of portfolio, divided yield and risk control is propo...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of the Korea Academia-Industrial cooperation Society

سال: 2012

ISSN: 1975-4701

DOI: 10.5762/kais.2012.13.4.1551