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

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: College of Business and Social Sciences > 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
Publication ISSN: 1866-1505
Last Modified: 01 Apr 2024 07:16
Date Deposited: 01 Sep 2016 08:45
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Related URLs: http://www.scop ... tnerID=8YFLogxK (Scopus URL)
PURE Output Type: Article
Published Date: 2017-07
Published Online Date: 2016-06-03
Accepted Date: 2016-05-12
Submitted Date: 2015-09-09
Authors: Zhu, Nan
Liu, Yi
Emrouznejad, Ali (ORCID Profile 0000-0001-8094-4244)
Huang, Qiang

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