Handling Losses in Translog Profit Models

In this paper, we compare standard approaches used to handle losses in logarithmic stochastic profit frontier models with a simple novel approach. We discuss discriminatory power, rank stability and precision of profit efficiency scores. Our new method enhances rank stability and discriminatory power, and improves the precision of profit efficiency scores

MoreLess

Year of publication:	[2007]
Authors:	Bos, Jaap W. B.
Other Persons:	Koetter, Michael (contributor)
Publisher:	[2007]: [S.l.] : SSRN
Subject:	Verlust \| Loss \| Bank \| Deutschland \| Germany \| Performance-Messung \| Performance measurement \| Modellierung \| Scientific modelling \| Theorie \| Theory

More details
Report error

Extent:	1 Online-Ressource (9 p)
Type of publication:	Book / Working Paper
Language:	English
Classification:	G21 - Banks; Other Depository Institutions; Mortgages ; C24 - Truncated and Censored Models
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012777655