A Fuzzy DEA Approach for Project Selection ‎U‎tilizing Analyze Desirable and Undesirable ‎Risk

سال انتشار: 1401
نوع سند: مقاله ژورنالی
زبان: انگلیسی
مشاهده: 60

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شناسه ملی سند علمی:

JR_IJIM-14-2_010

تاریخ نمایه سازی: 26 دی 1402

چکیده مقاله:

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 ۳۷ available projects.

نویسندگان

SH. Sadeghiyan

Department of Mathematics, Tabriz Branch, Islamic Azad University, Tabriz, Iran.

F. Hosseinzade Lotfi

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

B. Daneshian

Department of Mathematics, Central-Tehran Branch, Islamic Azad University, Tehran, Iran.

N. Azarmir shotorbani

Department of Mathematics, Tabriz Branch, Islamic Azad University, Tabriz, Iran.

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