Exploring the benchmarks of the Taiwanese investment trust corporations: management and investment efficiency perspectives

DOI10.1016/J.EJOR.2015.06.065MaRDI QIDQ320735zbMATH OpenOpenAlexFDO

Authors Wen-Min Lu, John S. Liu, Qian Long Kweh, Chung-Wei Wang

Publication date 7 October 2016

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ejor.2015.06.065

zbMATH Keywords

performancedata envelopment analysisadditive efficiency decompositioninvestment trust corporationsnetwork-based ranking DEA

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Case-oriented studies in operations research (90B90) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08)

Recommendations

• Integration and application of rough sets and data envelopment analysis for assessments of the investment trusts industry
• Resampling DEA estimates of investment fund performance
• Hedge fund performance appraisal using data envelopment analysis
• Data envelopment analysis models of investment funds
• Data envelopment analysis of mutual funds based on second-order stochastic dominance

Cites work

• A network-based approach for increasing discrimination in data envelopment analysis
• Additive efficiency decomposition in two-stage DEA
• An integrated performance evaluation of financial holding companies in Taiwan
• Commercial branch performance evaluation and results communication in a Canadian bank -- a DEA application
• DEA/AR profit ratios and sensitivity of 100 large U. S. banks
• DOES SIZE MATTER? FINDING THE PROFITABILITY AND MARKETABILITY BENCHMARK OF FINANCIAL HOLDING COMPANIES
• Deriving the DEA frontier for two-stage processes
• Efficiency decomposition in two-stage data envelopment analysis: an application to non-life insurance companies in Taiwan
• Efficiency of financial institutions: International survey and directions for future research
• Handbook on data envelopment analysis
• Measuring the efficiency of decision making units
• Multi-factor performance measure model with an application to Fortune 500 companies.
• Network DEA: A slacks-based measure approach
• Network DEA: additive efficiency decomposition
• Programming with linear fractional functionals

Cited in

(3)

• Across-time risk-aware strategies for outperforming a benchmark
• Integration and application of rough sets and data envelopment analysis for assessments of the investment trusts industry
• A digital economy development index based on an improved hierarchical data envelopment analysis approach

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