This article combines two techniques: data envelopment analysis (DEA) and Factor analysis (FA) to data reduction in decision making units (DMU). Data envelopment analysis (DEA), a popular linear programming technique is useful to rate comparatively operational efficiency of decision making units (DMU) based on their deterministic (not necessarily stochastic) input–output data and factor analysi...

  For efficiency evaluation of some of the Decision Making Units that have uncertain information, Rough Data Envelopment Analysis technique is used, which is derived from rough set theorem and Data Envelopment Analysis (DEA). In some situations rough data alter nonradially. To this end, this paper proposes additive rough–DEA model and illustrates the proposed model by a numerical example.

Abstract Mutual fund (MF) is one of the applicable and popular tools in investment market. The aim this paper to propose an approach for performance evaluation mutual by considering internal structure financial data uncertainty. To reach goal, robust network envelopment analysis (RNDEA) presented extended two-stage structure. In RNDEA method, leader–follower (non-cooperative game) optimization ...

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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