Danesh, Darius; Ryan, Michael J.; Abbasi, Alireza - In: International Journal of Strategic Decision Sciences (IJSDS) 8 (2017) 3, pp. 1-44
This study proposes a novel method for portfolio selection/decision making that combines the Portfolio Theory (PT), Analytic Hierarchy Process (AHP) and Data Envelopment Analysis (DEA) cross-efficiency technique. It takes into account the profits, risks and proficiency of a portfolio and is...