سیستم های فازی و کاربردها

سیستم های فازی و کاربردها

بررسی عملکرد و درجه بندی اعتباری صندوق های سرمایه گذاری با استفاده از رویکرد تحلیل پوششی داده های شبکه ای فازی خوشبینانه-بدبینانه

نوع مقاله : مقاله پژوهشی

نویسندگان
1 گروه مدیریت صنعتی، واحد کرمان، دانشگاه آزاد اسلامی، کرمان، ایران
2 گروه مهندسی صنایع، واحد کرمان، دانشگاه آزاد اسلامی، کرمان، ایران
3 دانشکده مهندسی صنایع، دانشگاه علم و صنعت ایران، تهران، ایران
10.22034/jfsa.2025.479866.1243
چکیده
هدف پژوهش حاضر، ارائه رویکردی کارآمد به منظور تجزیه و تحلیل عملکرد، درجه‌بندی اعتباری و رتبه‌بندی صندوق‌های سرمایه‌گذاری با قابلیت در نظر گرفتن ساختار شبکه‌ای حاکم بر آنها و همچنین عدم قطعیت موجود در بازار‌های مالی می‌باشد. در این راستا، به منظور مدل‌سازی ساختار شبکه‌ای و داخلی صندوق‌های سرمایه‌گذاری از رویکرد تحلیل پوششی داده‌های شبکه‌ای مبتنی بر تجزیه کارایی جمعی استفاده شده است. در ادامه به منظور مقابله با داده‌های غیر‌قطعی که دارای ماهیت فازی هستند، از تلفیق برنامه‌ریزی امکانی و برنامه‌ریزی محدودیت شانسی بهره گرفته شده است. در نهایت کارآمدی رویکرد پیشنهادی تحت دو حالت خوشبینانه و بدبینانه با استفاده از داده‌های مربوط به تعدادی از صندوق‌های سرمایه‌گذاری فعال در بازار سرمایه ایران مورد بررسی قرار گرفته است. تجزیه و تحلیل نتایج مذکور حاکی از توانمندی رویکرد پیشنهادی پژوهش در ارزیابی عملکرد و تحلیل کارایی صندوق‌های سرمایه‌گذاری می‌باشد.
کلیدواژه‌ها
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دوره 7، شماره 2 - شماره پیاپی 15
بیانیه دسترسی آزاد
دی 1403
صفحه 149-180

  • تاریخ دریافت 01 مهر 1403
  • تاریخ بازنگری 30 آبان 1403
  • تاریخ پذیرش 27 بهمن 1403