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Avoiding Large Differences in Weights in Cross-Efficiency Evaluations: Application to the Ranking of Basketball Players
(Pontificia Universidad Católica del Perú. CENTRUM, 2011)
Because of data envelopment analysis (DEA) flexibility in the choice of weights, assessment of decision-making units (DMUs) often involves weighting only a few inputs and outputs and ignoring the remaining variables by ...
Periodic Integration and Cointegration of U.S. Stock Prices, Dividends, and Interest Rates: A New Test of the Present Value Model
(Pontificia Universidad Católica del Perú. CENTRUM, 2011)
This paper presents a new test of the present value model of stock price determination, using some of the recent advances in the econometrics of seasonal time series. Unlike earlier studies which generally find stock prices, ...
A Satisficing DEA Model to Measure the Customer-based Brand Equity
(CENTRUM Publishing, 2015)
Ever since the inception of brand values, these have become a benchmark for many data-driven strategies, eventually providing a basis for vertical/horizontal integrations, as well. In recent decades, brands have become ...
Measuring the Performance of a Dehydration Plant of Apples
(CENTRUM Publishing, 2015)
Given the importance of the Chilean dried-fruit market and the characteristics of the industrial process of dehydration, it becomes imperative for companies to measure the efficiency of their production processes in order ...
Natural Resources Exchange Traded Funds: Performance Appraisal using DEA Modeling
(Pontificia Universidad Católica del Perú. CENTRUM, 2011)
The purpose of this paper is to evaluate the performance of a sample of natural resources exchange traded funds (ETFs) by applying a two-stage procedure. In the first stage, the generalized proportional distance function ...
Airlines Performance via Two-Stage Network DEA Approach
(Pontificia Universidad Católica del Perú. CENTRUM, 2011)
The performance of the airline industry has been widely studied using data envelopment analysis (DEA). Many existing DEA-based airline performance studies have used the standard DEA model, with some minor modifications. ...
Evaluating the Performance of Indian Banking Sector using Data Envelopment Analysis during Post-Reform and Global Financial Crisis
(CENTRUM Publishing, 2012)
Enticed by the reform of Indian banking sector in the early 1990s and further slowdown in the economy as a result of global financial crisis in late 2000s, the current study analyzes the performance of Indian banks using ...
Efficiency Determinants and Dynamic Efficiency Changes in Latin American Banking Industries
(Pontificia Universidad Católica del Perú. CENTRUM, 2013)
This paper investigates the determinants of efficiency and dynamic efficiency changes across Latin American banking industries during recent periods of financial liberalization. Allocative, technical, pure technical, and ...
Benchmarking Peruvian Banks using Data Envelopment Analysis
(Pontificia Universidad Católica del Perú. CENTRUM, 2011)
Despite the growing literature on bank efficiency worldwide over the last decade, researchers have neglected the Peruvian banking sector. In this paper, the technique of data envelopment analysis (DEA) is used to investigate ...
Productivity of Automobile Industries using the Malmquist Index: Evidence from the Last Economic Recession
(Pontificia Universidad Católica del Perú. CENTRUM, 2011)
In this paper, the financial information provided by Fortune Magazine is used to study the productivity changes in the global auto industry during 1991-1997, including automakers from the USA, Europe, Japan, and South ...