Controlling for the use of extreme weights in bank efficiency assessments during the financial crisis

DOI10.1016/j.ejor.2015.12.021zbMath1346.91268OpenAlexW2201026625MaRDI QIDQ322815

Minyan Zhu, Mette Asmild

Publication date: 7 October 2016

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

Full work available at URL: http://centaur.reading.ac.uk/69055/1/MAMZ%20Final%20Author%20Version.pdf

zbMATH Keywords

efficiencyriskweight restrictionsbankingdata envelopment analysis (DEA)

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Financial applications of other theories (91G80)

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Cites Work

• Measuring the efficiency of decision making units
• Polyhedral cone-ratio DEA models with an illustrative application to large commercials banks
• Firm and industry level profit efficiency analysis using absolute and uniform shadow prices
• Formulation and estimation of stochastic frontier production function models
• Efficiency of financial institutions: International survey and directions for future research
• Data transformations in DEA cone ratio envelopment approaches for monitoring bank performances
• Weights restrictions and value judgements in data envelopment analysis: Evolution, development and future directions
• Cost efficiency measurement with price uncertainty: a DEA application to bank branch assessments
• Simulating Weights Restrictions in Data Envelopment Analysis by Means of Unobserved DMUs
• Bank Runs, Deposit Insurance, and Liquidity
• Restricting Weight Flexibility in Data Envelopment Analysis
• Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error

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