This paper presents a closed form solution of the mean-variance portfolio selection problem for uncorrelated assets that precludes short sells. We also study the problem with the consideration of transaction cost. When the asset holding can be explicitly become available, one can have a better...

This paper presents a closed form solution of the mean-variance portfolio selection problem for uncorrelated assets that precludes short sells. We also study the problem with the consideration of transaction cost. When the asset holding can be explicitly become available, one can have a better...

This paper presents a deterministic approach for performance assessment and optimization of power distribution units in Iran. The deterministic approach is composed of data envelopment analysis (DEA), principal component analysis (PCA) and correlation techniques. Seventeen electricity...

This paper presents an integrated data envelopment analysis (DEA)-corrected ordinary least squares (COLS)-stochastic frontier analysis (SFA)-principal component analysis (PCA)-numerical taxonomy (NT) algorithm for performance assessment, optimization and policy making of electricity distribution...

This paper presents Data Envelopment Analysis (DEA) model with uncertain data for performance assessment of electricity distribution companies. During the past two decades, DEA has been widely used for benchmarking the electricity distribution companies. However, there is no study among many...

Many fuzzy linear regression (FLR) models are normally very sensitive to the changes on the input data so that the results could significantly be changed even with some small change on one or more input parameters. Therefore, many researchers have been interested in creating a so called robust...