Search Results - subject:"Negative data"

The open prison of the big data revolution : false consciousness, Faustian bargains, and digital entrapment

Ngwenyama, Ojelanki; Rowe, Frantz; Klein, Stefan; … - In: Information systems research : ISR 35 (2024) 4, pp. 2030-2058

Persistent link: https://www.econbiz.de/10015193937

Portfolio performance evaluation in Mean-CVaR framework: A comparison with non-parametric methods value at risk in Mean-VaR analysis

Banihashemi, Shokoofeh; Navidi, Sarah - In: Operations Research Perspectives 4 (2017), pp. 21-28

As we know, there is a belief in the finance literature that Value at Risk (VaR) and Conditional Value at Risk (CVaR) are new approaches to manage and control the risk. Regard to, value at risk is not a coherent risk measure and it is not sub-additive and convex, so, we have considered...

Persistent link: https://www.econbiz.de/10011825936

Portfolio performance evaluation in Mean-CVaR framework : a comparison with non-parametric methods value at risk in Mean-VaR analysis

Banihashemi, Shokoofeh; Navidi, Sarah - In: Operations research perspectives 4 (2017), pp. 21-28

Persistent link: https://www.econbiz.de/10011822843

Handling negative data using Data Envelopment Analysis: a directional distance approach applied to higher education

Barra, Cristian; Zotti, Roberto - Volkswirtschaftliche Fakultät, … - 2014

This paper applies a data envelopment analysis (DEA) method to assess technical efficiency of both private and public universities in Italy. Moving from the traditional context where inputs and outputs are assumed to be non-negative, a directional distance function approach has been applied in...

Persistent link: https://www.econbiz.de/10011107940

Biomass Power Generation Industry Efficiency Evaluation in China

Yan, Qingyou; Tao, Jie - In: Sustainability 6 (2014) 12, pp. 8720-8735

In this paper, we compare the properties of the traditional additive-based data envelopment analysis (hereafter, referred to as DEA) models and propose two generalized DEA models,<i> i.e.</i>, the big M additive-based DEA (hereafter, referred to as BMA) model and the big M additive-based...

Persistent link: https://www.econbiz.de/10011093794

Allocation models for DMUs with negative data

Tohidi, Ghasem; Khodadadi, Maryam - In: Journal of Industrial Engineering International 9 (2013), pp. 1-6

DMUs with negative data. On the other hand, these formulas are needed to analyze the productivity and performance of DMUs … with negative data. To this end, this study introduces the cost and allocative efficiencies of DMUs with negative data and …. The study then intends to extend the definition of the above efficiencies to DMUs with negative data and different unit …

Persistent link: https://www.econbiz.de/10011551800

Allocation models for DMUs with negative data

Tohidi, Ghasem; Khodadadi, Maryam - In: Journal of industrial engineering international 9 (2013), pp. 1-6

Persistent link: https://www.econbiz.de/10009783312

A variant of radial measure capable of dealing with negative inputs and outputs in data envelopment analysis

Cheng, Gang; Zervopoulos, Panagiotis; Qian, Zhenhua - Volkswirtschaftliche Fakultät, … - 2011

invariant and can deal with all cases of the presence of negative data. In addition, the VRM model preserves the property of …

Persistent link: https://www.econbiz.de/10009022012

A Productivity analysis of Eastern European banking taking into account risk decomposition and environmental variables

Kenjegalieva, Karligash; Simper, Richard - School of Business and Economics, Loughborough University - 2010

This paper develops a new Luenberger productivity which is applied to a technology where the desirable and undesirable outputs are jointly produced and are possibly negative. The components of this Luenberger productivity index - the efficiency change and the components of the technological...

Persistent link: https://www.econbiz.de/10008489572

A non-parametric efficiency and productivity analysis of transition banking

Kenjegalieva, Karligash - 2007

This thesis examines banking efficiency and the productivity of thirteentransition Central and Eastern European banking systems during 1998-2003 usingData Envelopment Analysis (DEA). It proposes a non-parametric methodology fornon-radial Russell output efficiency measure of banking firms,...

Persistent link: https://www.econbiz.de/10009461236