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  • 1
    UID:
    almahu_9949069069102882
    Umfang: 1 online resource (xii, 308 p.) : , ill.
    ISBN: 9780857244703 (electronic bk.) :
    Serie: Applications of management science, v. 14
    Inhalt: "Applications of Management Science" is a blind refereed serial publication published on an annual basis. The objective of this research annual is to present state-of-the-art studies in the application of management science to the solution of significant managerial decision-making problems. It significantly aids the dissemination of actual applications of management science in both the public and the private sectors. Volume 14 is directed toward the application of management science to multi-criteria decision making, Data Envelopment Analysis (DEA) and financial performance analyses. This volume is arranged in three sections. The first section focuses on multi-criteria decision making; the second focus is on the application of DEA to public schools, paper mills, nursing home quality, retailing, health care services, and performance efficiencies in cities. The third section focuses on multi-dimensional performance of a national stock market and the effect of organizational structure on micro-financial institutions. This volume will prove to be most valuable to those interested in financial performance measurements, productivity measurement and analysis, and management science, both as practitioners and researchers.
    Anmerkung: Selected multiobjective methods for multiperiod portfolio optimization by mixed integer programming / Bartosz Sawik -- An integrated multiobjective model for two-dimensional warranty policies / Amitava Mitra, Jayprakash G. Patankar -- Selecting board of directors for socially responsible firms using a multicriteria decision model / Elizabeth Cooper, Karen M. Hogan, Gerard T. Olson -- Data envelopment analysis is not multiobjective analysis / Ronald K. Klimberg, Kenneth D. Lawrence, Sheila M. Lawrence -- Multiple criteria DEA with and without weighting restrictions / Robert Stawicki, Kenneth D. Lawrence -- A multicriteria approach to critical facility security system design / Patrick T. Hester, Sankaran Mahadevan -- Performance comparisons of Missouri public schools using data envelopment analysis / Walter A. Garrett, N.K. Kwak -- DEA studies on comprehensive efficiency of output allocation with an application to paper mills along the Huai River / Feng Yang, Yanfang Yuan, Liang Liang, Zhimin Huang -- An optimized DEA-based financial strength indicator of stock returns for U.S. markets / N.C.P. Edirisinghe, Xin Zhang -- Managing nursing home quality using DEA with weight restrictions / Daniel G. Shimshak -- Benchmarking large U.S. retailers using a data envelopment analysis model / Rashmi Malhotra, D.K. Malhotra, C. Andrew Lafond -- Using DEA to assess the efficiency of public health units in providing health care services / Rouselle F. Lavado, Leizel P. Lagrada, Brian C. Gozun -- Performance improvement on cross-efficiencies and applications to competitive advantages of Chinese cities / Yong Zha, Liang Liang, Jie Wu, Zhimin Huang -- Multidimensional performance of listed companies at the Philippine stock exchange / Florence P. Bogacia, Emilyn Cabanda -- The impact of the organizational structure on the performance of microfinance institutions using data envelopment analysis / Komlan Sedzro, Mariam Keita, Tov Assogbavi.
    Weitere Ausg.: ISBN 9780857244697
    Sprache: Englisch
    URL: Volltext  (URL des Erstveröffentlichers)
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  • 2
    UID:
    gbv_1923289705
    ISBN: 9780857244703
    Inhalt: This chapter investigates the financial performance and technical efficiency of the 26 listed firms in the services sector of the Philippine Stock Exchange over the period 1998–2007, using the DuPont system and the super-efficiency data envelopment analysis (SE-DEA). Empirical findings revealed a negative return on equity for the sector and the presence of outliers in the sample. We also verified a robust significant association between the financial and technical performances of the sector. The chapter offers new significant contributions to knowledge in terms of the multidimensional performance evaluation and the efficiency of the stock market, especially in developing economies, which has not been a well-researched area. Managerial implications are also identified for the improvement of the firms’ management and the usefulness of the SE-DEA model in performance management.
    In: Applications in multi-criteria decision making, data envelopment analysis, and finance, Bingley : Emerald, 2010, (2010), Seite 275-292, 9780857244703
    In: Emerald Group Publishing Limited
    In: year:2010
    In: pages:275-292
    Sprache: Englisch
    URL: Volltext  (Deutschlandweit zugänglich)
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  • 3
    UID:
    gbv_1923289713
    ISBN: 9780857244703
    Inhalt: As a Data Envelopment Analysis (DEA) extension tool, cross-evaluation method was developed to evaluate Decision Making Units’ (DMUs) performances in a competitive situation with limited demand. It identifies DMUs with best performances and rank them by applying peer evaluation mode instead of self-evaluation mode. However, it has limitations in efficiency improvement. That is, it fails to give direct information on how to improve efficiencies of the inefficient DMUs. In this chapter, we propose an alternative way to apply cross-evaluation in efficiency improvement. First, an appropriate and feasible suggestion is proposed to minimize the variation between the weights of a DMU's own optimal Charnes-Cooper-Rhodes (CCR) efficiency and the weights guaranteeing its cross-efficiency score. We exploit several transformations to convert nonlinear programming into a linear one. As a result, an overall optimal set of the weights is obtained, which precisely illustrate the preferences of decision makers and exact characteristics of production process of the evaluated DMU. A further discussion is advanced to examine the existence of non-uniqueness of the weights and to differentiate various sets of the optimal weights by suggesting a unique feasible set of multipliers to best represent the alternative weights selection criterion. Moreover, we develop several models to reallocate the inputs and outputs of inefficient DMUs with minimum amelioration as well as consideration of the preference of decision makers. Finally, we apply our models to evaluate competitive advantages of Chinese cities.
    In: Applications in multi-criteria decision making, data envelopment analysis, and finance, Bingley : Emerald, 2010, (2010), Seite 249-271, 9780857244703
    In: Emerald Group Publishing Limited
    In: year:2010
    In: pages:249-271
    Sprache: Englisch
    URL: Volltext  (Deutschlandweit zugänglich)
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  • 4
    UID:
    gbv_1923289837
    ISBN: 9780857244703
    Inhalt: This chapter presents selected multiobjective methods for multiperiod portfolio optimization problem. Portfolio models are formulated as multicriteria mixed integer programs. Reference point method together with weighting approach is proposed. The portfolio selection problem considered is based on a multiperiod model of investment, in which the investor buys and sells securities in successive investment periods. The problem objective is to allocate the wealth on different securities to optimize the portfolio expected return, the probability that the return is not less than a required level. Multiobjective methods were used to find tradeoffs between risk, return, and the number of securities in the portfolio. In computational experiments the data set of daily quotations from the Warsaw Stock Exchange were used.
    In: Applications in multi-criteria decision making, data envelopment analysis, and finance, Bingley : Emerald, 2010, (2010), Seite 3-34, 9780857244703
    In: Emerald Group Publishing Limited
    In: year:2010
    In: pages:3-34
    Sprache: Englisch
    URL: Volltext  (Deutschlandweit zugänglich)
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  • 5
    UID:
    gbv_1923289810
    ISBN: 9780857244703
    Inhalt: In the wake of the recent accounting and financial scandals that have resulted in significant losses, corporate social responsibility (CSR) is viewed by many investors as an important criterion in their investment selection strategy. In addition, social responsibility is viewed by current employees as an important source of job satisfaction and by potential employees as an attractive feature in their decision process. Corporate governance, in the form of the board of directors, serves as the ultimate internal control mechanism by aligning firm insiders and outsiders. The strength and independence of the board of directors becomes a fundamental concern, as firms with strong boards may be more likely to survive and prosper in the long run. The selection of candidates to the board of directors involves both subjective and objective information. The analytical hierarchy process (AHP) is a multicriteria decision model that can integrate both objective and subjective information. This study applies the AHP methodology to the identification of characteristics of candidates to the board of directors of socially responsible firms. The result is a dynamic model that can be used by socially responsible firms to efficiently select candidates to serve on their board of directors.
    In: Applications in multi-criteria decision making, data envelopment analysis, and finance, Bingley : Emerald, 2010, (2010), Seite 59-78, 9780857244703
    In: Emerald Group Publishing Limited
    In: year:2010
    In: pages:59-78
    Sprache: Englisch
    URL: Volltext  (Deutschlandweit zugänglich)
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  • 6
    UID:
    gbv_1923289802
    ISBN: 9780857244703
    Inhalt: Data envelopment analysis (DEA) is a multicriteria technique which can take into account multiple inputs and outputs to produce a single aggregate measure of relative efficiency for a set of comparable units. DEA takes into consideration other objectives by including the appropriate variables as part of the DEA model. However, as we will demonstrate, collapsing all the inputs and outputs of several objectives into one aggregate performance measure weakens DEA's ability to discriminate the individual impact of each of these objectives. In this chapter, we apply a multiple objective extension to DEA, called multiple objective DEA (MODEA), which simultaneously controls the weights assigned to the variables found in more than one objective. This MODEA approach more fully measures the impact of each objective and allows the decision-maker to address trade offs among these objectives. The usefulness of the MODEA approach is demonstrated by applying it to the hypothetical example.
    In: Applications in multi-criteria decision making, data envelopment analysis, and finance, Bingley : Emerald, 2010, (2010), Seite 79-93, 9780857244703
    In: Emerald Group Publishing Limited
    In: year:2010
    In: pages:79-93
    Sprache: Englisch
    URL: Volltext  (Deutschlandweit zugänglich)
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  • 7
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    UID:
    gbv_1923289683
    ISBN: 9780857244703
    In: Applications in multi-criteria decision making, data envelopment analysis, and finance, Bingley : Emerald, 2010, (2010), Seite ii, 9780857244703
    In: Emerald Group Publishing Limited
    In: year:2010
    In: pages:ii
    Sprache: Englisch
    URL: Volltext  (Deutschlandweit zugänglich)
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  • 8
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    UID:
    gbv_1923289675
    ISBN: 9780857244703
    In: Applications in multi-criteria decision making, data envelopment analysis, and finance, Bingley : Emerald, 2010, (2010), Seite iii, 9780857244703
    In: Emerald Group Publishing Limited
    In: year:2010
    In: pages:iii
    Sprache: Englisch
    URL: Volltext  (Deutschlandweit zugänglich)
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  • 9
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    UID:
    gbv_1923289667
    ISBN: 9780857244703
    In: Applications in multi-criteria decision making, data envelopment analysis, and finance, Bingley : Emerald, 2010, (2010), Seite iv, 9780857244703
    In: Emerald Group Publishing Limited
    In: year:2010
    In: pages:iv
    Sprache: Englisch
    URL: Volltext  (Deutschlandweit zugänglich)
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  • 10
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    UID:
    gbv_1923289853
    ISBN: 9780857244703
    In: Applications in multi-criteria decision making, data envelopment analysis, and finance, Bingley : Emerald, 2010, (2010), Seite ix-xii, 9780857244703
    In: Emerald Group Publishing Limited
    In: year:2010
    In: pages:ix-xii
    Sprache: Englisch
    URL: Volltext  (Deutschlandweit zugänglich)
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