Selecting the Best of Portfolio Using OWA Operator Weights in Cross Efficiency-Evaluation

Table 1

Cross-efficiency matrix for 𝑛 DMUs.

DMU	Target DMU				Average cross-efficiencies
	1	2	⋯	𝑛
1	𝜃11	𝜃12	⋯	𝜃1𝑛	1𝑛^𝑛𝑘∑=1𝜃1𝑘
2	𝜃21	𝜃22	⋯	𝜃2𝑛	1𝑛^𝑛𝑘∑=1𝜃2𝑘
⋮	⋮	⋮		⋮	⋮
𝑛	𝜃𝑛1	𝜃𝑛2	⋯	𝜃𝑛𝑛	1𝑛^𝑛𝑘∑=1𝜃𝑛𝑘