Modelling bank performance: a network DEA approach

DOI10.1016/j.ejor.2016.10.044zbMath1394.90426OpenAlexW2540501786MaRDI QIDQ1751879

Hirofumi Fukuyama, Roman Matousek

Publication date: 25 May 2018

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://kar.kent.ac.uk/58462/1/KAR_FM%20bank%20Rev%20Eff-1.pdf

zbMATH Keywords

data envelopment analysisnon-performing loansbank revenue functionJapanese bankstwo stage network DEA

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Management decision making, including multiple objectives (90B50) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08) Production theory, theory of the firm (91B38)

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Cites Work

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• Estimation and inference in two-stage, semi-parametric models of production processes
• A mathematical model for dynamic efficiency using data envelopment analysis
• Polyhedral cone-ratio DEA models with an illustrative application to large commercials banks
• Efficiency of financial institutions: International survey and directions for future research
• Benefit and distance functions
• Estimating output gains by means of Luenberger efficiency measures
• Assessing bank efficiency and performance with operational research and artificial intelligence techniques: a survey
• Double Bootstrap Confidence Intervals in the Two-Stage DEA Approach

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