نتایج جستجو برای: data envelopment analysis assessment performance value at risk index efficiency

تعداد نتایج: 8472112  

Journal: :international journal of mathematical modelling and computations 0
a. masoumzadeh islamic azad university of central tehran, tehran iran, islamic republic of department of applied mathematics n. moradmand rad islamic azad university of lahidjan, lahidjan iran, islamic republic of department of applied mathematics

resource allocation and optimal leveling are among the top challenges in project management. this paper presents a dea-based procedure for determining an optimal level of inputs to produce a fixed level of outputs. to achieve this goal, we assume that the levels of outputs can be forecasted in the next season and the procedure will determine optimal level of inputs for all dmus. such as some of...

Journal: :international journal of data envelopment analysis 0
m .eyni department of mathematics, university of payam noor, tehran, iran. m .maghbouli departement of mathematics, islamic azad university, hadishahr branch, hadishahr, iran.

data envelopment analysis (dea) as a non-parametric method for efficiency measurement allows decision making units (dmus) to select the most advantageous weight factors in order to maximize their efficiency scores.  in most practical applications of dea presented in the literature, the presented models assume that all inputs are fully desirable. however, in many real situations undesirable inpu...

Journal: :iranian journal of public health 0
mohsen barouni mohammad reza amiresmaieli arash shahravan saeed amini

background: during the last decades, the number of dentistry units increased significantly across the country. the aim of this study was to assess the efficiency of dental units of iran provinces regarding dental health inputs and outputs using data envelopment analysis approach. methods: in this applied descriptive-analytical study, the study population included all of iran 31 provinces. the o...

2008
Kian-Guan Lim

The September 2008 collapse of Lehman Brothers was the 9/11 on Wall Street, and many articles had been written on the changes in the global risk landscape that followed. However, there is scarcity of rigorous studies using empirical data and advanced econometric methods to verify such a change and the nature of such a change. In this paper, we provide rigorous analyses of statistically signific...

2003
NAVEEN DONTHU

Current approaches to retail productivity measurement have long been controversial because of difficulties in identifying the level of retail services. Data Envelopment Analysis, an operations research-based performance evaluation methodology, is introduced as one solution for resolving this problem and assessing managerially useful measure of storelevel retail productivity. Data Envelopment An...

Journal: :international journal of data envelopment analysis 2014
e. mirzaie n. malekmohammadi

bankruptcy in the same amount of time and history is very rampant and therefore the vision of the future can be prevented. using data envelopment analysis (dea) and malmquist index can precise evaluating of the performances of many different kinds of decision making units (dmu) such as hospitals, universities, business firms, etc. in this paper, we will modify directional distance formulation o...

Journal: :تحقیقات اقتصادی 0
حمید کردبچه استادیار دانشگاه بوعلی سینا

in very recent papers asmild et al. (2003) and halved et al. (2004) based upon potential improvement efficiency index (bogetoft and hougaard,1999) have suggested an alternative nonparametric frontier approach namely multi-directional inefficiency analysis (mea) to estimate the performance efficiency. mea has many advantages over data envelopment analysis (dea) as the standard nonparametric fron...

2010
Li Zhu Haijun Li

Tail conditional expectations refer to the expected values of random variables conditioning on some tail events and are closely related to various coherent risk measures. In the univariate case, the tail conditional expectation is asymptotically proportional to the value-at-risk, a popular risk measure. The focus of this paper is on asymptotic relations between the multivariate tail conditional...

Journal: :European Journal of Operational Research 2013
Carla A. F. Amado Sérgio P. Santos João F. C. Sequeira

(2013). " Using Data Envelopment Analysis to support the design of process improvement interventions in electricity distribution ". Abstract — A significant number of studies have documented the use of Data Envelopment Analysis for efficiency measurement in the context of electricity distribution, particularly at the level of the distribution utilities. However, their aim has been predominantly...

Journal: :international journal of advanced biological and biomedical research 2014
hossein haji agha alizadeh kamran taromi

objective: the aims of this study were to determine energy efficiency and co2 use pattern of grape production in zanjan province, iran by a non-parametric method of data envelopment analysis (dea). methods: initial data were collected using a face to face questionnaire from 42 orchards in abhar city of zanjan province which is one of the most important centers of grape production in iran. the d...

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