| 考虑非期望产出的两阶段DEA模型及其在银行效率评价中的应用 |
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| 作者姓名： | 胡晓燕 程希骏 马利军 |
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| 作者单位： | 1. 中国科学技术大学管理学院, 合肥 230026;
2. 中国科学技术大学统计与金融系, 合肥 230026;
3. 深圳大学管理学院, 广东 深圳 518060 |
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| 基金项目： | 国家自然科学基金(71001073, 71271182)和中国科学院知识创新工程重要方向项目(KJCX3-SYW-S02)资助 |
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| 摘 要： | 提出一种考虑非期望产出的两阶段DEA模型,并应用于中国26家商业银行的效率评价.结果显示,新模型能够更好地评价银行的投入/产出结构,并指出改进的方向,且模型评价结果在不同规模收益假设下具有一定的稳定性.
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| 关 键 词： | 商业银行效率 DEA 两阶段系统 非期望产出 |
| 收稿时间： | 2012-04-28 |
| 修稿时间： | 2012-12-31 |
Efficiency evaluation of commercial banks based on two-stage DEA model considering undesirable outputs |
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| Authors: | HU Xiao-Yan CHENG Xi-Jun MA Li-Jun |
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| Institution: | 1. School of Management, University of Science and Technology of China, Hefei 230026, China;
2. Department of Statistic and Finance, University of Science and Technology of China, Hefei 230026, China;
3. College of Management, Shenzhen University, Shenzhen 518060, Guangdong, China |
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| Abstract: | We propose a novel two-stage DEA model, which considers undesirable factors, to evaluate efficiencies of 26 commercial banks in China. The results indicate that the proposed DEA approach is helpful in evaluating the inputs/outputs structure and directs the system efficiency improvement for commercial banks. The results are shown to be steady under different return to scale assumptions. |
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| Keywords: | commercial banks efficiency DEA two-stage system undesirable outputs |
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