An integrated eigenvector-DEA-TOPSIS methodology for portfolio risk evaluation in the FOREX spot market

Expert Systems with Applications

Volumn 37, Issue 1, 2010, Pages 509-516

  Amiri, M ^a   Zandieh, M ^b   Vahdani, B ^c   Soltani, R ^c   Roshanaei, V ^d  

^a ALLAMEH TABATABA'I UNIVERSITY   (Iran)

^b SHAHID BEHESHTI UNIVERSITY   (Iran)

^c ISLAMIC AZAD UNIVERSITY   (Iran)

^d AMIRKABIR UNIVERSITY OF TECHNOLOGY   (Iran)

Author keywords

Data envelopment analysis; Eigenvector; FOREX; Multi criteria; Risk evaluation; TOPSIS

Indexed keywords

EIGENVECTOR; FOREX; MULTI-CRITERIA; RISK EVALUATION; TOPSIS;

COMMERCE; DATA ENVELOPMENT ANALYSIS; DECISION MAKING; EIGENVALUES AND EIGENFUNCTIONS; LINEAR PROGRAMMING; LINGUISTICS; RISK ANALYSIS;

RISK ASSESSMENT;

EID: 70349567493     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2009.05.041     Document Type: Article

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