the present study is an attempt toward evaluating the performance of portfolios using mean-variance-skewness model with negative data. mean-variance non-linear framework and mean-variance-skewness non- linear framework had been proposed based on data envelopment analysis, which the variance of the assets had been used as an input to the dea and expected return and skewness were the output. conv...

recently, farzipoor saen [journal of the operational research society, 60(11), 1575–1582 (2009)] proposed a method based on data envelopment analysis to identify optimistic efficient suppliers in the presence of nondiscretionary factors-imprecise data. this short communication aims at showing a computational error in computing the value of preference intensity parameter in farzipoor saen’s [1] ...

Supplier selection has a strategic importance for every company. Hybrid integer data is one of the models in data envelopment analysis (DEA). In many real world applications, data are often stochastic. A successful approach to address uncertainty in data is to replace deterministic data via random variables, leading to chance-constrained DEA. In this paper, a chance-constrained hybrid integer d...

this paper introduces discretionary imprecise data in data envelopment analysis (dea) and discusses the efficiency evaluation of decision making units (dmus) with non-discretionary imprecise data. then, suggests a method for evaluation the efficiency of dmus with non-discretionary imprecise data. when some inputs and outputs are imprecise and non-discretionary, the dea model becomes non-linear ...

data envelopment analysis (dea) is a technique that uses all collected observations to measure performance. this method presents no data about how to operate on dmu. the present research attempted to study a unit with all its subunits, if the unit is efficient, it means that all its subunits are efficient too and if it is an inefficient, it shows clearly that which one of the subunits makes ine...

Data Envelopment Analysis (DEA) is a nonparametric approach for measuring the relative efficiency of a decision making units consists of multiple inputs and outputs. In all standard DEA models semi positive real valued measures are assumed, while in some real cases inputs and outputs may take complex valued. The question is related to measuring efficiency in such cases. As far as we are aware, ...