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Application of Modified Maximal Benefit-Cost Ratio in Stock Exchange of Tehran

عنوان مقاله: Application of Modified Maximal Benefit-Cost Ratio in Stock Exchange of Tehran
شناسه ملی مقاله: DEA04_037
منتشر شده در چهارمین کنفرانس ملی تحلیل پوششی دادها در سال 1391
مشخصات نویسندگان مقاله:

Mozhgan Mansouri Kaleibar Kaleibar - Young Researchers Club, Tabriz Branch, Islamic Azad University, Tabriz, Iran
Sahand Daneshvar - Tabriz Branch, Islamic Azad University, Tabriz, Iran

خلاصه مقاله:
In this paper, we investigate the problems of consensusmaking among institution in stock exchange with multiple criteria for evaluating performance when the players (institutions) are supposed to be egoistic and the score for each criterion for a player is supposed to be a positive score. Each institution sticks to his superiority regarding the criteria. These papers introduce the model for compute maximal benefit-cost ratio, for each institution and their coalitions and provide a new scheme for avoiding zero weight occurrences in this model. Then using these models successful institutions or coalitions can be obtained.

کلمات کلیدی:
Assurance Region Method, Cooperative Game, DEA, Game Theory, Stock Exchange, Weight selection

صفحه اختصاصی مقاله و دریافت فایل کامل: https://civilica.com/doc/193294/