Endogenous bank risk and efficiency

DOI10.1016/j.ejor.2016.12.024zbMath1402.91943OpenAlexW2561184827MaRDI QIDQ1753448

Mike G. Tsionas, Maria Iosifidi, Manthos D. Delis

Publication date: 29 May 2018

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

Full work available at URL: https://eprints.lancs.ac.uk/id/eprint/83729/1/1_s2.0_S037722171631058X_main.pdf

zbMATH Keywords

Bayesian methodsstochastic frontierOR in bankingendogenous riskrisk-efficiency relationship

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Financial applications of other theories (91G80) Credit risk (91G40)

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A review of bank efficiency and productivity ⋮ A spatial production analysis of Chinese regional banks: case of urban commercial banks ⋮ Dynamic network data envelopment analysis with a sequential structure and behavioural-causal analysis: application to the Chinese banking industry ⋮ Bayesian learning in performance. Is there any? ⋮ Estimating Malmquist productivity indexes using probabilistic directional distances: an application to the European banking sector ⋮ Does risk aversion affect bank output loss? The case of the eurozone ⋮ Management estimation in banking

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