Evaluating the efficiency of bank branches with random data
Subject Areas : International Journal of Data Envelopment AnalysisMaryam Ghashami 1 , Farhad Hosseinzadeh lotfi 2
1 - Departement of mathematics, Science and research branch, IAU, Tehran, Iran.
2 - Department of Mathematics,Science and Research Branch, IAU, Tehran, Iran
Keywords: Average Variance, Data envelopment analysis (DEA), Stock Portfolio, Model Orientation, Risk,
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 output-oriented. 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