A modified network DEA model for bank efficiency analysis considering risk factors
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Publication:6633258
DOI10.1007/S43069-024-00379-9MaRDI QIDQ6633258
Mohammad Afzalinejad, Ali Hadi, Fatemeh Fattahi, F. Hosseinzadeh Lotfi
Publication date: 5 November 2024
Published in: SN Operations Research Forum (Search for Journal in Brave)
Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08) Financial networks (including contagion, systemic risk, regulation) (91G45)
Cites Work
- Measuring the efficiency of decision making units
- Portfolio optimization by minimizing conditional value-at-risk via nondifferentiable optimization
- Data envelopment analysis in financial services: a citations network analysis of banks, insurance companies and money market funds
- Coherent measures of risk
- Portfolio Value-at-Risk with Heavy-Tailed Risk Factors
- A slacks-based measure of efficiency in data envelopment analysis
- Does ownership structure affect firm performance? Evidence of Indian bank efficiency before and after the Global Financial Crisis
- Identifying the influential factors in increasing the efficiency of network systems: a mixed binary linear programming
- Dynamic network data envelopment analysis with a sequential structure and behavioural-causal analysis: application to the Chinese banking industry
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