Robust data envelopment analysis via ellipsoidal uncertainty sets with application to the Italian banking industry
نویسندگان
چکیده
منابع مشابه
Improving envelopment in data envelopment analysis by means of unobserved DMUs: an application of banking industry
In data envelopment analysis, the relative efficiency of a decision making unit (DMU) is defined as the ratio of the sum of its weighted outputs to the sum of its weighted inputs allowing the DMUs to freely allocate weights to their inputs/outputs. However, this measure may not reflect a the true efficiency of a DMU because some of its inputs/outputs may not contribute reasonably in computing t...
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It is very necessary to consider the uncertainty in the data and how to deal with it when performance measurement using data envelopment analysis. Because a little deviation in the data can lead to a significant change in the performance results. However, in the real world and in many cases, the data is uncertain. Interval data envelopment analysis is one of the most widely used approaches to d...
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in data envelopment analysis, the relative efficiency of a decision making unit (dmu) is defined as the ratio of the sum of its weighted outputs to the sum of its weighted inputs allowing the dmus to freely allocate weights to their inputs/outputs. however, this measure may not reflect a the true efficiency of a dmu because some of its inputs/outputs may not contribute reasonably in computing t...
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Article history: Received 5 January 2014 Received in revised format 8 March 2014 Accepted 11 March 2014 Available online 12 March 2014 Measuring the relative efficiency of banking industry has been a popular subject among both practitioners and academicians. Data envelopment analysis (DEA) has been widely applied for different purposes. This paper presents an empirical investigation to measure ...
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One of the fundamental problems in the classic DEA is lack of ability to distinguish unit's performance scores that is considered as a disadvantage. Recently, Parkan et al. [9] tried to address this problem. They proposed to assess each unit both optimistic and pessimistic views are taken into account. In contrast to traditional evaluation, one index is considered for each unit based on the l...
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ژورنال
عنوان ژورنال: Decisions in Economics and Finance
سال: 2020
ISSN: 1593-8883,1129-6569
DOI: 10.1007/s10203-020-00299-3