تصفح حسب الموضوع "DEA"
السجلات المعروضة 1 -- 2 من 2
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Portfolio Selection Problem Using CVaR Risk Measures Equipped with DEA, PSO, and ICA Algorithms
( MDPI , 2022 , Article)Investors always pay attention to the two factors of return and risk in portfolio optimization. There are different metrics for the calculation of the risk factor, among which the most important one is the Conditional ... -
What are the drivers of inefficiency in the Gulf Cooperation Council banking industry? A comparison between conventional and Islamic banks
( Elsevier , 2020 , Article)This paper analyses the efficiency and productivity of the Gulf Cooperation Council (GCC) banks using an innovative nonparametric methodology that not only considers undesirable outputs but also determines the contribution ...