Window Network Data Envelopment Analysis: An Application to Investment Companies

Subject Areas : International Journal of Industrial Mathematics

P. Peykani ¹ , E. Mohammadi ^{2 *}

1 - Department of Industrial Engineering, Iran University of Science and Technology, Tehran, Iran.
2 - Department of Industrial Engineering, Iran University of Science and Technology, Tehran, Iran.

Received: 2018-07-05 Accepted : 2019-08-31 Published : 2020-01-01

Keywords: Two-Stage Structure, Network Data Envelopment Analysis, Dynamic Efficiency, Window Analysis, Investment Company,

Abstract :

In this study, the window network data envelopment analysis (WNDEA) model will be proposed, that is capable to be used in the presence of panel data. Additionally, the proposed model is applied to evaluate the dynamic efficiency of 5 investment companies in Tehran stock exchange during the period from 2013 to 2017.

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