Article history: Received 4 December 2009 Received in revised form 1 June 2011 Accepted 2 July 2011 Available online 12 July 2011

the present study is an attempt toward evaluating the performance of portfolios and asset selectionusing cross-efficiency evaluation. cross-efficiency evaluation is an effective way of ranking decisionmaking units (dmus) in data envelopment analysis (dea). conventional dea models assume nonnegativevalues for inputs and outputs. however, we know that unlike return and skewness, varianceis the on...

data envelopment analysis (dea) is a method for measuring the relative efficiencies of a set of decision-making units (dmus) that use multiple inputs to produce multiple outputs. in this paper, we study the measurement of dmu performances in dea in situations where input and/or output values are given as imprecise data. by imprecise data we mean situations where we only know that the actual val...

in some data envelopment analysis (dea) applications, some inputs of dmus have negative values with positive cost. this paper generalizes the global cost malmquist productivity index to compare the productivity of dierent dmus with negative inputs in any two periods of times under variable returns to scale (vrs) technology, and then the generalized index is decomposed to several components. th...

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The conventional data envelopment analysis (DEA) measures the relative efficiencies of a set of decision making units (DMUs) with exact value of inputs and outputs. For imprecise data, i.e., mixtures of interval data and ordinal data, some methods have been developed to calculate the interval of the efficiency scores. This paper constructs a procedure to measure the efficiencies of DMUs with mi...

There are situations that Decision Making Units (DMU’s) have uncertain information and their inputs and outputs cannot alter redially. To this end, this paper combines the rough set theorem (RST) and Data Envelopment Analysis (DEA) and proposes a non-redial Rough-DEA (RDEA) model so called additive rough-DEA model and illustrates the proposed model by a numerical example.  

data envelopment analysis (dea) is a mathematical programming-based approach for evaluates the relative efficiency of a set of dmus (decision making units). the relative efficiency of a dmu is the result of comparing the inputs and outputs of the dmu and those of other dmus in the pps (production possibility set). also, in data envelopment analysis various models have been developed in order to...