Estimating Malmquist productivity indexes using probabilistic directional distances: an application to the European banking sector

DOI10.1016/j.ejor.2017.03.012zbMath1403.91380OpenAlexW2592208189MaRDI QIDQ1753664

Ilias S. Kevork, Nickolaos G. Tzeremes, Panayiotis Tzeremes, Jenny Pange

Publication date: 29 May 2018

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

Full work available at URL: https://doi.org/10.1016/j.ejor.2017.03.012

zbMATH Keywords

data envelopment analysisdirectional distance functionsprobabilistic approachglobal financial crisis

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08) Corporate finance (dividends, real options, etc.) (91G50)

Related Items (9)

Smooth approximations to monotone concave functions in production analysis: an alternative to nonparametric concave least squares ⋮ The impacts of innovation and trade openness on bank market power: the proposal of a minimum distance cost function approach and a causal structure analysis ⋮ Technical and managerial efficiency assessment of European banks using a conditional nonparametric approach ⋮ A generalized robust data envelopment analysis model based on directional distance function ⋮ Disentangling the sources of bank inefficiency: a two-stage network multi-directional efficiency analysis approach ⋮ Bayesian learning in performance. Is there any? ⋮ A Bayesian semiparametric approach to stochastic frontiers and productivity ⋮ Robust productivity growth and efficiency measurement with undesirable outputs: evidence from the oil industry ⋮ Operational research and artificial intelligence methods in banking

Uses Software

• DEA

Cites Work

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