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An integrated eigenvector-DEA-TOPSIS methodology for portfolio risk evaluation in the FOREX spot market.
Maghsoud Amiri
Mostafa Zandieh
Behnam Vahdani
R. Soltani
Vahid Roshanaei
Published in:
Expert Syst. Appl. (2010)
Keyphrases
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risk evaluation
risk management
data envelopment analysis
spot market
multi criteria
technological innovation
information systems
principal component analysis
decision support system
garch model
decision making
data analysis
long term
short term
project management