Naslov
An application of sensitivity analysis in data envelopment analysis

Autori
Neralić, Luka ; Sikora, Zoran

Vrsta, podvrsta i kategorija rada
Radovi u zbornicima skupova, cjeloviti rad (in extenso), znanstveni

Izvornik
Proceedings of the 7th International Conference on Operational Research KOI'98 / Aganović, Ibrahim ; Hunjak, Tihomir ; Scitovski, Rudolf - Osijek : Hrvatsko društvo za operacijska istraživanja (CRORS), 1999, 25-33

Skup
The 7th International Conference on Operational Research KOI'98

Mjesto i datum
Rovinj, Hrvatska, 30.09.1998. - 02.10.1998

Vrsta sudjelovanja
Predavanje

Vrsta recenzije
Međunarodna recenzija

Ključne riječi
Data envelopment analysis; efficiency; sensitivity analysis; linear programming; application in banking
(Data envelopment analysis; efficiency; sensitivity analysis; linear programming; applications in banking)

Sažetak
Sufficient conditions for an efficient Decision Making Unit (DMU) to preserve its efficiency according to the additive model of data envelopment analysis (DEA) were obtained by Charnes and Neralić (European Journal of Operational Research 48(1990), 332-341) for the case with different parameters for all outputs and for all inputs. Using two parameters only, one for outputs and the other for inputs, similar sufficient conditions are obtained in this paper. These conditions are applied to the case of a bank branches operating efficiency assessment. Following Neralić and Sikora (Paper presented at the 20th Meeting of the EURO Working Group on Financial Modelling, April 24-26, 1997, Inter-University Cnter, Dubrovnik, Croatia), 15 bank branches of a commercial bank using 3 inputs and producing 2 outputs are considered. For each DMU, efficient according to the additive model, a region of efficiency is obtained. In that region inputs and outputs of the corresponding efficient DMU can be changed and its efficiency is preserved.

Izvorni jezik
Engleski

Znanstvena područja
Ekonomija

POVEZANOST RADA