Portfolio Selection Using Data Envelopment Analysis Cross-Efficiency Evaluation with Undesirable Fuzzy Inputs and Outputs.
Wei ChenSi-Si LiMukesh Kumar MehlawatLifen JiaArun KumarPublished in: Int. J. Fuzzy Syst. (2021)
Keyphrases
- dea model
- data envelopment analysis
- dea models
- portfolio selection
- decision making units
- multi criteria
- goal programming
- input output
- linear programming
- efficient frontier
- multiple objective programming
- statistical tests
- fuzzy logic
- multiple objective linear programming
- fuzzy sets
- fuzzy numbers
- financial markets
- linear program
- decision makers
- evolutionary algorithm
- computational complexity
- optimal portfolio
- decision making