MEASURING THE EFFICIENCY OF BANKS: THE BOOTSTRAPPED I-DISTANCE GAR DEA APPROACH
暂无分享,去创建一个
Veljko Jeremic | Gordana Savic | Milan Radojicic | M. Radojicic | G. Savić | V. Jeremic | M. Radojičić
[1] Juha Eskelinen,et al. Comparison of variable selection techniques for data envelopment analysis in a retail bank , 2017, Eur. J. Oper. Res..
[2] G. Savić,et al. DEA Window analysis approach for measuring the efficiency of Serbian banks , 2012 .
[3] B. Casu,et al. Productivity change in European banking: A comparison of parametric and non-parametric approaches , 2004 .
[4] K. Kourouche,et al. Regulatory Policy and the Efficiency of the Banking Sector in Australia , 2008 .
[5] Emmanuel Thanassoulis,et al. Exploring output quality targets in the provision of perinatal care in England using data envelopment analysis , 1995 .
[6] Veljko Jeremic,et al. A fresh approach to evaluating the academic ranking of world universities , 2011, Scientometrics.
[7] G. Vita,et al. What is the net effect of financial liberalization on bank productivity? A decomposition analysis of bank total factor productivity growth , 2017 .
[8] Timo Kuosmanen,et al. Measuring economic efficiency with incomplete price information: With an application to European commercial banks , 2001, Eur. J. Oper. Res..
[9] Emmanuel Thanassoulis,et al. Weights restrictions and value judgements in Data Envelopment Analysis: Evolution, development and future directions , 1997, Ann. Oper. Res..
[10] Mandić Ksenija,et al. Analysis of the efficiency of insurance companies in Serbia using the fuzzy AHP and TOPSIS methods , 2017 .
[11] RANKING OF BANKS IN SERBIA , 2009 .
[12] Barton A. Smith,et al. Comparative Site Evaluations for Locating a High-Energy Physics Lab in Texas , 1986 .
[13] P. W. Wilson,et al. Sensitivity Analysis of Efficiency Scores: How to Bootstrap in Nonparametric Frontier Models , 1998 .
[14] M. Hassan,et al. Technical, scale and allocative efficiencies of Turkish banking industry , 2002 .
[15] C. Kao,et al. Predicting bank performance with financial forecasts: A case of Taiwan commercial banks , 2004 .
[16] DEA in the Public Sector , 2014 .
[17] Hasan Bal,et al. Improving the discrimination power and weights dispersion in the data envelopment analysis , 2010, Comput. Oper. Res..
[18] Joe Zhu,et al. Chapter 15 DEA/AR analysis of the 1988–1989 performance of the Nanjing textiles corporation , 1996, Ann. Oper. Res..
[19] A. C. Gonçalves,et al. Canonical correlation analysis in the definition of weight restrictions for data envelopment analysis , 2013 .
[20] Euthimios G. Tsionas,et al. Adjustment costs in the technical efficiency: An application to global banking , 2017, Eur. J. Oper. Res..
[21] Veljko Jeremic,et al. Two-phased composite I-distance indicator approach for evaluation of countries' information development , 2015 .
[22] Kaoru Tone,et al. Decomposing capacity utilization in data envelopment analysis: An application to banks in India , 2009, Eur. J. Oper. Res..
[23] Joe Zhu,et al. CAR-DEA: Context-Dependent Assurance Regions in DEA , 2008, Oper. Res..
[24] Necmi K. Avkiran,et al. Measuring the impact of restructuring and country-specific factors on the efficiency of post-crisis East Asian banking systems: Integrating DEA with SFA , 2009 .
[25] Necmi K. Avkiran,et al. An application reference for data envelopment analysis in branch banking: helping the novice researcher , 1999 .
[26] Ali Emrouznejad,et al. A survey and analysis of the first 40 years of scholarly literature in DEA: 1978–2016 , 2018 .
[27] William L. Weber,et al. Small-Business Lending and Profit Efficiency in Commercial Banking , 2002 .
[28] Subhash C. Ray,et al. Distribution of cost and profit efficiency: Evidence from Indian banking , 2010, Eur. J. Oper. Res..
[29] Michael Gofman,et al. Efficiency and Stability of a Financial Architecture with Too-Interconnected-to-Fail Institutions , 2016 .
[30] Hirofumi Fukuyama,et al. Estimating output allocative efficiency and productivity change: Application to Japanese banks , 2002, Eur. J. Oper. Res..
[31] Manabendra N. Pal,et al. Performance Benchmarking and Strategic Homogeneity of Indian Banks , 2002 .
[32] Jenny Pange,et al. Estimating Malmquist productivity indexes using probabilistic directional distances: An application to the European banking sector , 2017, Eur. J. Oper. Res..
[33] V. Zelenyuk,et al. Regional and Ownership Drivers of Bank Efficiency , 2014 .
[34] D. Galagedera. Modeling risk concerns and returns preferences in performance appraisal: An application to global equity markets , 2014 .
[35] Snežana Knežević,et al. Measuring the Productivity of Serbian Banks Using Malmquist Index , 2015 .
[36] Russell G. Thompson,et al. DEA/AR efficiency and profitability of Mexican banks a total income model , 1997 .
[37] V. Jeremic,et al. Colouring the socio-economic development into green: I-distance framework for countries’ welfare evaluation , 2015 .
[38] Emmanuel Mamatzakis,et al. What drives bank performance in transitions economies? The impact of reforms and regulations , 2017 .
[39] R. Dyson,et al. Reducing Weight Flexibility in Data Envelopment Analysis , 1988 .
[40] Gordana Savić,et al. Efficiency of bank branches: empirical evidence from a two-phase research approach , 2017 .
[41] P. W. Wilson,et al. Estimation and inference in two-stage, semi-parametric models of production processes , 2007 .
[42] Toshiyuki Sueyoshi,et al. A unified framework for the selection of a Flexible Manufacturing System , 1995 .
[43] Xiaohui Hou,et al. Market structure, risk taking, and the efficiency of Chinese commercial banks , 2014 .
[44] B. Efron. Bootstrap Methods: Another Look at the Jackknife , 1979 .
[45] Yung-Ho Chiu,et al. The performance of commercial banks based on a context-dependent range-adjusted measure model , 2014, Int. Trans. Oper. Res..
[46] P. Andersen,et al. A procedure for ranking efficient units in data envelopment analysis , 1993 .
[47] Vipul Jain,et al. Weight restrictions in Data Envelopment Analysis: A comprehensive Genetic Algorithm based approach for incorporating value judgments , 2015, Expert Syst. Appl..
[48] John S. Liu,et al. Data envelopment analysis 1978-2010: A citation-based literature survey , 2013 .
[49] Veljko Jeremic,et al. A Statistical Approach to Evaluating Efficiency of Banks , 2013 .
[50] Joe Zhu,et al. Identifying Excesses and Deficits in Chinese Industrial Productivity (1953-1990): a Weighted Data Envelopment Analysis Approach , 1998 .
[51] N. Avkiran. Developing foreign bank efficiency models for DEA grounded in finance theory , 2006 .
[52] Geraldo da Silva e Souza,et al. Evolution of bank efficiency in Brazil: A DEA approach , 2010, Eur. J. Oper. Res..
[53] Lutz Bornmann,et al. A new approach to the QS university ranking using the composite I‐distance indicator: Uncertainty and sensitivity analyses , 2016, J. Assoc. Inf. Sci. Technol..
[54] Ming-Miin Yu,et al. An integration of the multi-component DEA and GAR models to the measurement of hotel performance , 2012 .
[55] Necmi K. Avkiran,et al. An illustration of dynamic network DEA in commercial banking including robustness tests , 2015 .
[56] Necmi K. Avkiran,et al. Opening the black box of efficiency analysis: An illustration with UAE banks , 2009 .
[57] Victor V. Podinovski,et al. Optimal weights in DEA models with weight restrictions , 2016, Eur. J. Oper. Res..
[58] Allen N. Berger. International Comparisons of Banking Efficiency , 2007 .
[59] Canan Yildirim,et al. Efficiency in Turkish banking: post-restructuring evidence , 2017 .
[60] Hirofumi Fukuyama,et al. Japanese Bank Productivity, 2007–2012: A Dynamic Network Approach , 2017 .
[61] Cláudia S. Sarrico,et al. Restricting virtual weights in data envelopment analysis , 2004, Eur. J. Oper. Res..
[63] V. V. Podinovski,et al. The explicit role of weight bounds in models of data envelopment analysis , 2005, J. Oper. Res. Soc..
[64] Joseph C. Paradi,et al. A survey on bank branch efficiency and performance research with data envelopment analysis , 2013 .
[65] A. Alhassan,et al. Non-Interest Income and Bank Efficiency in Ghana: A Two-Stage DEA Bootstrapping Approach , 2017 .
[66] İhsan Alp,et al. A New Proposed Model of Restricted Data Envelopment Analysis By Correlation Coefficients , 2013 .
[67] A. Charnes,et al. Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis , 1984 .
[68] Benjamin Miranda Tabak,et al. A comparison of DEA and SFA using micro- and macro-level perspectives: Efficiency of Chinese local banks , 2017 .
[69] Hirofumi Fukuyama,et al. Modelling bank performance: A network DEA approach , 2017, Eur. J. Oper. Res..
[70] John E. Beasley,et al. Restricting Weight Flexibility in Data Envelopment Analysis , 1990 .
[71] Marko Košak,et al. Banking efficiency in South East Europe: Evidence for financial crises and the gap between new EU members and candidate countries , 2017 .
[72] Graziella Bonanno,et al. On the Sources of Heterogeneity in Banking Efficiency Literature , 2014 .
[73] Mette Asmild,et al. Multi-directional efficiency analysis of efficiency patterns in Chinese banks 1997-2008 , 2012, Eur. J. Oper. Res..
[74] Ali Emrouznejad,et al. Data envelopment analysis in the public sector , 2014 .
[75] Yong Tan,et al. The profitability of Chinese banks: impacts of risk, competition and efficiency , 2017 .
[76] Testing for differences in technical efficiency among groups within an industry , 2017 .
[77] M. Radojicic,et al. A NOVEL BOOTSTRAP DBA-DEA APPROACH IN EVALUATING EFFICIENCY OF BANKS , 2015 .
[78] John S. Liu,et al. Research fronts in data envelopment analysis , 2016 .
[79] R. Färe,et al. Revisiting the quiet life hypothesis in banking using nonparametric techniques , 2014 .
[80] Iveta Řepková,et al. Efficiency of the Czech Banking Sector Employing the DEA Window Analysis Approach , 2014 .
[81] Gary D. Ferrier,et al. Bootstrapping Confidence Intervals for Linear Programming Efficiency Scores: With an Illustration Using Italian Banking Data , 1997 .
[82] Léopold Simar,et al. How to improve the performances of DEA/FDH estimators in the presence of noise? , 2007 .
[83] L. Simar,et al. Stochastic FDH/DEA estimators for frontier analysis , 2008 .
[84] Russell G. Thompson,et al. The role of multiplier bounds in efficiency analysis with application to Kansas farming , 1990 .
[85] Kaoru Tone,et al. A comparative site evaluation study for relocating Japanese government agencies out of Tokyo , 2003 .
[86] C. Barros,et al. Technical efficiency in the Chinese banking sector , 2011 .
[87] Kuan-Chen Chen,et al. Evaluating efficiencies of Chinese commercial banks in the context of stochastic multistage technologies , 2017 .
[88] R. Matousek,et al. Efficiency in the Vietnamese banking system: A DEA double bootstrap approach , 2016 .
[89] Chiang Kao,et al. Multi-period efficiency measurement in data envelopment analysis: The case of Taiwanese commercial banks , 2014 .
[90] M. R. Srinivasan,et al. Empirical Analysis of Banks in India using DBA and DEA , 2013 .
[91] Valentin Zelenyuk,et al. How relevant is the choice of risk management control variable to non-parametric bank profit efficiency analysis? The case of South Korean banks , 2013, Ann. Oper. Res..
[92] G. Savić,et al. An Evaluation of European Countries' Health Systems through Distance Based Analysis. , 2012, Hippokratia.
[93] Fotios Pasiouras,et al. Assessing Bank Efficiency and Performance with Operational Research and Artificial Intelligence Techniques: A Survey , 2009, Eur. J. Oper. Res..
[94] Allen N. Berger,et al. Efficiency of financial institutions: International survey and directions for future research , 1997 .
[95] Mike G. Tsionas,et al. Endogenous bank risk and efficiency , 2017, Eur. J. Oper. Res..
[96] J. Johnes,et al. A Comparison of Performance of Islamic and Conventional Banks 2004 to 2009 , 2014 .
[97] P. Wanke,et al. Insolvency of Brazilian electricity distributors: a DEA bootstrap approach , 2018 .
[98] Abraham Charnes,et al. Measuring the efficiency of decision making units , 1978 .
[99] Chiang Kao,et al. A parallel production frontiers approach for intertemporal efficiency analysis: The case of Taiwanese commercial banks , 2016, Eur. J. Oper. Res..
[100] David V. Conesa,et al. Sensitivity analysis of efficiency and Malmquist productivity indices: An application to Spanish savings banks , 2008, Eur. J. Oper. Res..
[101] William W. Cooper,et al. Introduction to Data Envelopment Analysis and Its Uses: With Dea-Solver Software and References , 2005 .
[102] Shiv Prasad Yadav,et al. A concept of fuzzy input mix-efficiency in fuzzy DEA and its application in banking sector , 2013, Expert Syst. Appl..
[103] V. Charles,et al. Evaluating the performance of indian banking sector using DEA during post-reform and global financial crisis , 2016 .
[104] A. Saleh,et al. Re‐Examining the Technical Efficiency of Australian Banks: A Bootstrap DEA Approach , 2014 .