Window Network Data Envelopment Analysis: An Application to Investment Companies

Authors

  • E. Mohammadi Department of Industrial Engineering, Iran University of Science and Technology, Tehran, ‎Iran‎.
  • P. Peykani Department of Industrial Engineering, Iran University of Science and Technology, Tehran, ‎Iran‎.
Abstract:

In this study, the window network data envelopment analysis (WNDEA) model will be proposed, that is capable to be used in the presence of panel data. Additionally, the proposed model is applied to evaluate the dynamic efficiency of 5 investment companies in Tehran stock exchange during the period from 2013 to 2017.

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Journal title

volume 12  issue 1

pages  89- 99

publication date 2020-01-01

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