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Year 2015, Volume: 36 Issue: 3, 827 - 835, 13.05.2015

Samira Safarıanı Gılan , Mohammad Reza Mozaffarı

Abstract

References

  • Andersen, P., Petersen, N. C., (1993). A procedure for ranking efficient units in data envelopment analysis. Management science, 39(10):1261-4.
  • Doyle JR and R Green (1994). “Efficiency and Cross-Efficiency in DEA: Derivations, Meanings and Uses.” JORS 45(5): 567-578.
  • F. Hosseinzadeh Lotfi, G. R. Jahanshahloo and M. Esmaeili,(2007). Classification of Decision Making Units with Interval Data Using SBM Model. Department of Mathematics, Azad University Research & Science Branch, Tehran, Iran.
  • J.T. Pastor, J.L. Ruiz, I. SirventCorresponding author contact information. An enhanced DEA Russell graph efficiency measure. European Journal of Operational Research. Volume 115, Issue 3, 16 June 1999.
  • Lim, S., Oh, K.W., Zhu, J., Use of DEA Cross-Efficiency Evaluation in Portfolio Selection:An application to Korean Stock Market, European Journal of Operational Research (2013), 10.1016/j.ejor.2013.12.002
  • Mehrabian, S., Alirezaee, M. R., Jahanshahloo, G. R., (1999). A complete efficiency ranking decision making units in data envelopment analysis", Computational optimization and applications, 4, 261-266.
  • Saati, S., Zarafat Angizl, M., Memariani, A., Jahanshahloo, G. R., (1999). A model for ranking decision making units in data envelopment analysis, Riceria operative, 31(97).
  • Thomson, D.J., 1990. Time series analysis of Holocene climate data. Philosophical Transactions of the Royal Society of London, Series A 330, 601-616.
  • Stewart, T. and others. (1996). Intelletual capital. London. Sage.

Cross Efficiency Matrix in Non-Radial Models

Year 2015, Volume: 36 Issue: 3, 827 - 835, 13.05.2015

Samira Safarıanı Gılan , Mohammad Reza Mozaffarı

Abstract

Abstract. In data envelopment analysis each decision making unit is analyzed in best situation and in CCR models for the unit under analysis the best weights are considered for inputs and outputs. So, if the decision making unit in its best situation is less than one, it is inefficient, otherwise it is efficient. Therefore, the present article is an attempt to achieve the cross efficiency matrix by using SBM and then rank the decision making units by using the cross efficiency matrix. Overall, selecting the optimal portfolio is done by cross efficiency matrix. In order to find the efficient firms the mean, column variance and covariance of data of cross efficiency scale are utilized. Finally, the cross efficiency matrix of 22 firms with two inputs and one output has been calculated using non-radial models. 

Keywords

Data Envelopment Analysis Cross Efficiency Matrix Non-radial Models

References

  • Andersen, P., Petersen, N. C., (1993). A procedure for ranking efficient units in data envelopment analysis. Management science, 39(10):1261-4.
  • Doyle JR and R Green (1994). “Efficiency and Cross-Efficiency in DEA: Derivations, Meanings and Uses.” JORS 45(5): 567-578.
  • F. Hosseinzadeh Lotfi, G. R. Jahanshahloo and M. Esmaeili,(2007). Classification of Decision Making Units with Interval Data Using SBM Model. Department of Mathematics, Azad University Research & Science Branch, Tehran, Iran.
  • J.T. Pastor, J.L. Ruiz, I. SirventCorresponding author contact information. An enhanced DEA Russell graph efficiency measure. European Journal of Operational Research. Volume 115, Issue 3, 16 June 1999.
  • Lim, S., Oh, K.W., Zhu, J., Use of DEA Cross-Efficiency Evaluation in Portfolio Selection:An application to Korean Stock Market, European Journal of Operational Research (2013), 10.1016/j.ejor.2013.12.002
  • Mehrabian, S., Alirezaee, M. R., Jahanshahloo, G. R., (1999). A complete efficiency ranking decision making units in data envelopment analysis", Computational optimization and applications, 4, 261-266.
  • Saati, S., Zarafat Angizl, M., Memariani, A., Jahanshahloo, G. R., (1999). A model for ranking decision making units in data envelopment analysis, Riceria operative, 31(97).
  • Thomson, D.J., 1990. Time series analysis of Holocene climate data. Philosophical Transactions of the Royal Society of London, Series A 330, 601-616.
  • Stewart, T. and others. (1996). Intelletual capital. London. Sage.
There are 9 citations in total.

Details

Journal Section Special
Authors

Samira Safarıanı Gılan

Mohammad Reza Mozaffarı This is me

Publication Date May 13, 2015
Published in Issue Year 2015 Volume: 36 Issue: 3

Cite

APA Safarıanı Gılan, S., & Mozaffarı, M. R. (2015). Cross Efficiency Matrix in Non-Radial Models. Cumhuriyet Üniversitesi Fen Edebiyat Fakültesi Fen Bilimleri Dergisi, 36(3), 827-835.
AMA Safarıanı Gılan S, Mozaffarı MR. Cross Efficiency Matrix in Non-Radial Models. Cumhuriyet Üniversitesi Fen Edebiyat Fakültesi Fen Bilimleri Dergisi. May 2015;36(3):827-835.
Chicago Safarıanı Gılan, Samira, and Mohammad Reza Mozaffarı. “Cross Efficiency Matrix in Non-Radial Models”. Cumhuriyet Üniversitesi Fen Edebiyat Fakültesi Fen Bilimleri Dergisi 36, no. 3 (May 2015): 827-35.
EndNote Safarıanı Gılan S, Mozaffarı MR (May 1, 2015) Cross Efficiency Matrix in Non-Radial Models. Cumhuriyet Üniversitesi Fen Edebiyat Fakültesi Fen Bilimleri Dergisi 36 3 827–835.
IEEE S. Safarıanı Gılan and M. R. Mozaffarı, “Cross Efficiency Matrix in Non-Radial Models”, Cumhuriyet Üniversitesi Fen Edebiyat Fakültesi Fen Bilimleri Dergisi, vol. 36, no. 3, pp. 827–835, 2015.
ISNAD Safarıanı Gılan, Samira - Mozaffarı, Mohammad Reza. “Cross Efficiency Matrix in Non-Radial Models”. Cumhuriyet Üniversitesi Fen Edebiyat Fakültesi Fen Bilimleri Dergisi 36/3 (May 2015), 827-835.
JAMA Safarıanı Gılan S, Mozaffarı MR. Cross Efficiency Matrix in Non-Radial Models. Cumhuriyet Üniversitesi Fen Edebiyat Fakültesi Fen Bilimleri Dergisi. 2015;36:827–835.
MLA Safarıanı Gılan, Samira and Mohammad Reza Mozaffarı. “Cross Efficiency Matrix in Non-Radial Models”. Cumhuriyet Üniversitesi Fen Edebiyat Fakültesi Fen Bilimleri Dergisi, vol. 36, no. 3, 2015, pp. 827-35.
Vancouver Safarıanı Gılan S, Mozaffarı MR. Cross Efficiency Matrix in Non-Radial Models. Cumhuriyet Üniversitesi Fen Edebiyat Fakültesi Fen Bilimleri Dergisi. 2015;36(3):827-35.