• Title of article

    Evaluating the efficiency of bank branches with random data

  • Author/Authors

    Ghashami ، Maryam - Islamic Azad University, Science and research branch , Hosseinzadeh lotfi ، Farhad - Islamic Azad University, Science and research branch

  • Pages
    12
  • From page
    31
  • To page
    42
  • Abstract
    Data Envelopment Analysis (DEA) is a mathematic technique to evaluate the relative efficiency of a group of homogeneous decision making units (DMUs) with multiple inputs and outputs. The efficiency of each unit is measured based on its distance to the production possibility set (PPS). In this paper, the BCC model is used in outputoriented. The average return on profit as output and the covariance of profit (risk) are considered as inputs. In the continuation, the median and the mod earned investment as two factors of output to the model presented to provide a better analysis of the types of investment, and finally, let us mention a true example
  • Keywords
    Data envelopment analysis (DEA) , Stock Portfolio , Model Orientation , Average Variance , Risk
  • Journal title
    international journal of data envelopment analysis
  • Serial Year
    2019
  • Journal title
    international journal of data envelopment analysis
  • Record number

    2472133