The Classification of Investment Companies Using the Interval Network Data Envelopment Analysis Model

سال انتشار: 1396
نوع سند: مقاله کنفرانسی
زبان: انگلیسی
مشاهده: 389

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شناسه ملی سند علمی:

IIEC14_068

تاریخ نمایه سازی: 26 مرداد 1397

چکیده مقاله:

The main purpose of this paper is to propose an approach for performance measurement, classification and ranking of investment companies (ICs) by considering internal structure and uncertainty. So, in order to reach this goal, the interval network data envelopment analysis (INDEA) model are extended. This model is capable to modeling the two-stage efficiency with intermediate measures in a single implementation. Additionally, the proposed INDEA models of the paper is implemented for a real case studyof ICs in Tehran Stock Exchange (TSE) and Illustrative results show that proposed INDEA models is effective in order to classification and ranking of investment companies.

کلیدواژه ها:

Data Envelopment Analysis (DEA) ، Network Data Envelopment Analysis (NetDEA) ، Interval Data ، Uncertainty ، Investment Company ، Tehran Stock Exchange (TSE)

نویسندگان

Pejman Peykani

Faculty of Industrial Engineering, Iran University of Science & Technology, Tehran, Iran

Emran Mohammadi

Faculty of Industrial Engineering, Iran University of Science & Technology, Tehran, Iran

Fatemeh Sadat Seyed Esmaeili

Faculty of Mathematics, Science and Research Branch, Islamic Azad University, Tehran, Iran