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Efficiency evaluation of fuzzy portfolio in different risk measures via DEA.

Wei ChenYuxi GaiPankaj Gupta
Published in: Ann. Oper. Res. (2018)
Keyphrases
  • risk measures
  • fuzzy sets
  • portfolio optimization
  • portfolio selection
  • dea model
  • decision making
  • multi criteria
  • data envelopment analysis
  • risk averse
  • dea models
  • linear programming
  • fuzzy numbers