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A Fuzzy DEA Approach for Project Selection Utilizing Analyze Desirable and Undesirable Risk | ||
| International Journal of Industrial Mathematics | ||
| دوره 14، شماره 2، تیر 2022، صفحه 239-258 اصل مقاله (703.34 K) | ||
| نوع مقاله: Research Paper | ||
| شناسه دیجیتال (DOI): 10.30495/ijim.2022.59776.1508 | ||
| نویسندگان | ||
SH. Sadeghiyan1؛ F. Hosseinzade Lotfi   2؛ B. Daneshian 3؛ N. Azarmir shotorbani1
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| 1Department of Mathematics, Tabriz Branch, Islamic Azad University, Tabriz, Iran. | ||
| 2Department of Mathematics, Science and Research Branch, Islamic Azad University, Tehran, Iran. | ||
| 3Department of Mathematics, Central-Tehran Branch, Islamic Azad University, Tehran, Iran. | ||
| چکیده | ||
| This paper proposes a DEA-based model for analyze the fuzzy risk in project selection. We used concept semi-variance for measure upper and downside risk and a DEA model for Classification desirable and undesirable risk. Firstly, the proposed model includes new desirable and undesirable risk-return indexes. Thus a novel DEA model is presented for evaluation and Classification desirable and undesirable risks and finally, is extend to fuzzy DEA model for project portfolio selection. An applied example is used to explain the proposed approach and usefulness and applicability of this approach have been illustrated using the 37 available projects. | ||
| کلیدواژهها | ||
| data envelopment analysis؛ fuzzy theory؛ project portfolio selection؛ downside risk؛ upper risk | ||
| مراجع | ||
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