An allocation Malmquist index with an application in the China securities industry

Zhu, Nan, Liu, Yi, Emrouznejad, Ali and Huang, Qiang (2017). An allocation Malmquist index with an application in the China securities industry. Operational Research, 17 (2), pp. 669-691.

Abstract

This paper proposes an allocation Malmquist index which is inspired by the work on the non-parametric cost Malmquist index. We first show that how to decompose the cost Malmquist index into the input-oriented Malmquist index and the allocation Malmquist index. An application in corporate management of the China securities industry with the panel data set of 40 securities companies during the period 2005–2011 shows the practicality of the propose model.

Publication DOI: https://doi.org/10.1007/s12351-016-0249-6
Divisions: Aston Business School > Operations & Information Management
Additional Information: The final publication is available at Springer via http://dx.doi.org/10.1007/s12351-016-0249-6
Uncontrolled Keywords: data envelopment analysis,overall efficiency,allocative efficiency,allocation Malmquist index,Numerical Analysis,Modelling and Simulation,Statistics, Probability and Uncertainty,Strategy and Management,Management Science and Operations Research,Computational Theory and Mathematics,Management of Technology and Innovation
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Related URLs: http://www.scop ... tnerID=8YFLogxK (Scopus URL)
Published Date: 2017-07
Authors: Zhu, Nan
Liu, Yi
Emrouznejad, Ali ( 0000-0001-8094-4244)
Huang, Qiang

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