Data envelopment analysis in the financial services industry : a guide for practitioners and analysts working in operations research using DEA

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Bibliographic Information

Data envelopment analysis in the financial services industry : a guide for practitioners and analysts working in operations research using DEA

Joseph C. Paradi, H. David Sherman, Fai Keung Tam

(International series in operations research & management science, v. 266)

Springer, c2018

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Includes bibliographical references and index

Description and Table of Contents

Description

This book presents the methodology and applications of Data Envelopment Analysis (DEA) in measuring productivity, efficiency and effectiveness in Financial Services firms such as banks, bank branches, stock markets, pension funds, mutual funds, insurance firms, credit unions, risk tolerance, and corporate failure prediction. Financial service DEA research includes banking; insurance businesses; hedge, pension and mutual funds; and credit unions. Significant business transactions among financial service organizations such as bank mergers and acquisitions and valuation of IPOs have also been the focus of DEA research. The book looks at the range of DEA uses for financial services by presenting prior studies, examining the current capabilities reflected in the most recent research, and projecting future new uses of DEA in finance related applications.

Table of Contents

Part1. Data Envelopment Analysis, in brief, with little math.- Chapter1. DEA models overview.- Chapter2. Survey of the banking literature.- Chapter3. Survey of other financial services literature.- Part2. DEA in Banking.- Chapter4. Banking corporation studies: In-country studies.- Chapter5. Banking corporation studies: Multinational studies.- Chapter6. Bank branch productivity applications: Basic applications - Efficiency measurement.- Chapter7. Bank branch productivity applications: Managing bank productivity.- Chapter8. Bank branch productivity applications: Focused applications to improve performance.- Chapter9. Bank branch productivity applications: Strategic branch management issues addressed with DEA.- Chapter10. Bank branch operational studies using DEA.- Chapter11. Bank branch benchmarking with quality as a component.- Part3. Non-banking financial services.- Chapter12. Securities market applications: Risk measurement of IPOs.- Chapter13. Securities market applications: Pension, mutual and hedge fund insights with DEA.- Chapter14. Securities market applications: Stock market valuation of securities and financial services - Insights with DEA.- Chapter15. Financial services beyond banking: Credit unions.- Chapter16. Financial services beyond banking: Insurance.- Chapter17. Financial services beyond banking: Corporate failure prediction.- Chapter 18. Financial Services beyond Banking: Risk tolerance measures for portfolio investors.- Part4. Guidance on applying DEA, interpreting results, recognizing caveats and other useful information.- Chapter19. Guide to DEA model formulation.- Part5. Conclusions.- Chapter20. Conclusions and recommendations.

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Details
  • NCID
    BB25329415
  • ISBN
    • 9783319697239
  • Country Code
    sz
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Cham
  • Pages/Volumes
    xxx, 370 p.
  • Size
    25 cm
  • Classification
  • Subject Headings
  • Parent Bibliography ID
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