Estimating Malmquist productivity indexes using probabilistic directional distances: an application to the European banking sector
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Publication:1753664
DOI10.1016/J.EJOR.2017.03.012zbMATH Open1403.91380OpenAlexW2592208189MaRDI QIDQ1753664FDOQ1753664
Authors: Ilias S. Kevork, Jenny Pange, Panayiotis Tzeremes, Nickolaos G. Tzeremes 
Publication date: 29 May 2018
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2017.03.012
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data envelopment analysisdirectional distance functionsprobabilistic approachglobal financial crisis
Statistical methods; risk measures (91G70) Corporate finance (dividends, real options, etc.) (91G50) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08)
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Cited In (14)
- Nash bargaining game enhanced global Malmquist productivity index for cross-productivity index
- Robust productivity growth and efficiency measurement with undesirable outputs: evidence from the oil industry
- Operational research and artificial intelligence methods in banking
- Disentangling the sources of bank inefficiency: a two-stage network multi-directional efficiency analysis approach
- The impacts of innovation and trade openness on bank market power: the proposal of a minimum distance cost function approach and a causal structure analysis
- Smooth approximations to monotone concave functions in production analysis: an alternative to nonparametric concave least squares
- A bootstrap approach to analyse productivity growth in European banking
- Technical and managerial efficiency assessment of European banks using a conditional nonparametric approach
- A generalized robust data envelopment analysis model based on directional distance function
- A Bayesian semiparametric approach to stochastic frontiers and productivity
- Imposing regularity conditions to measure banks' productivity changes in Taiwan using a stochastic approach
- Malmquist Luenberger productivity index for microfinance productivity measurement
- Bayesian learning in performance. Is there any?
- Multi-period productivity measurement under centralized management with an empirical illustration to German saving banks
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