資料載入處理中...
臺灣人文及社會科學引文索引資料庫系統
:::
網站導覽
國圖首頁
聯絡我們
操作說明
English
行動版
(18.224.215.101)
登入
字型:
**字體大小變更功能,需開啟瀏覽器的JAVASCRIPT,如您的瀏覽器不支援,
IE6請利用鍵盤按住ALT鍵 + V → X → (G)最大(L)較大(M)中(S)較小(A)小,來選擇適合您的文字大小,
如為IE7以上、Firefoxy或Chrome瀏覽器則可利用鍵盤 Ctrl + (+)放大 (-)縮小來改變字型大小。
來源文獻查詢
引文查詢
瀏覽查詢
作者權威檔
引用/點閱統計
我的研究室
資料庫說明
相關網站
來源文獻查詢
/
簡易查詢
/
查詢結果列表
/
詳目列表
:::
詳目顯示
第 1 筆 / 總合 1 筆
/1
頁
來源文獻資料
摘要
外文摘要
引文資料
題名:
銀行業效率變數選擇與獲利能力關聯性之研究
書刊名:
東海管理評論
作者:
卓翠月
/
黃明祥
/
楊永列
作者(外文):
Cho, Tsui-yueh
/
Huang, Ming-hsiang
/
Yang, Yung-lieh
出版日期:
2011
卷期:
13:1
頁次:
頁113-146
主題關鍵詞:
資料包絡分析法
;
效率衡量
;
獲利能力
;
Data envelopment analysis
;
Efficiency measure
;
Earning ability
原始連結:
連回原系統網址
相關次數:
被引用次數:期刊(
1
) 博士論文(0) 專書(0) 專書論文(0)
排除自我引用:
1
共同引用:
3
點閱:31
資料包絡分析法 (DEA)的有用性完全視其計算決策單位相對效率的能力而定,然而,當變數數目愈多時,該分析的敏銳度愈低。因此,使用 DEA模型昀重要的步驟之一就是篩選投入與產出變數。本文以 2005~2009年國內 27家銀行作為研究樣本,使用 Wagner and Shimshak(2007)所提出逐步選擇變數的方法,以篩選確認 DEA模型應該使用的變數,並探討逐步過程所得到的管理意涵;再者,本文檢視以逐步選取變數方法所得到的效率值與銀行獲利能力是否存在相關性,以及其是否能解釋銀行帳面價值與權益市場價值差異之原因,進而驗證逐步選取變數方法的有效性。實證結果發現,經過逐步過程篩選變數後的核心模型,純技術效率與獲利能力存在高度相關;再者,核心模型之純技術效率亦能解釋銀行權益市場價值與帳面價值差異之原因。
以文找文
The Effectiveness of Data Envelopment Analysis (DEA) depends on the ability of measure decision making units’ efficiency. However, the greater the numbers of input and output variables in a DEA are, the less discernable is the analysis. Therefore, one of the most important steps in the application of modeling using DEA is the selection of input and output variables. Adopting the sample data of 27 banks from 2005-2009, we use the stepwise method of variables selection proposed by Wagner and Shimshak(2007) to decide the variables of DEA and discuss the new managerial insights gained from the stepwise procedure. In addition, we examine the relation between efficiency gained from the stepwise procedure and earning ability, and account for whether the efficiency is sufficient to bridge the gap between bank’s market and book values. Experimental results indicate that it is highly relative between the technical efficiency of core model gained from the stepwise procedure and earning ability. Furthermore, it can also explain the gap between market and book values.
以文找文
期刊論文
1.
Beccalli, E.、Casu, B.、Giraadone, G.(2006)。Efficiency and Stock Performance in European Bank。Journal of Business Finance and Accounting,33,245-262。
2.
Berger, A. N.、Mester L. J.(2003)。Explaining the Dramatic Changes in Performance of US Banks: Technological Change, Deregulation, and Dynamic Changes in Competition。Journal of Financial Intermediation,12,57-95。
3.
Edirisinghe, N. C. P.、Zhang, X.(2010)。Input/Output Selection in DEA under expert information, with Application to Financial Markets。European Journal of Operational Research,207,1669-1678。
4.
Fiordelisi, F.(2007)。Shareholders Value and Efficiency in European Banking。Journal of Banking and Finance,31,2151-2171。
5.
Goddard, J.、Molyneus, P.、Wilson, J. O. S.、Tavakoli, M.(2007)。European Banking: an Overview。Journal of Banking and Finance,31(7),1911-1935。
6.
Lewin, A. Y.、Morey, R. C.、Cook, T. J.(1982)。Evaluating the Administrative Efficiency of Courts。OMEGA,10(4),401-411。
7.
Lovell, C. A. K.、Pastor J. T.(1997)。Target setting: An Application to a Bank Branch Network。European Journal of Operational Research,98,290-299。
8.
Nunamaker, T. R.(1995)。Using Data Envelopment Analysis to Measure the Efficiency of Non-profit Organizations: A Critical Evaluation。Managerial and Decision Economics,6(1),50-58。
9.
Pastor, J. T.、Ruiz, J. L.、Sirvent, I.(2002)。A Statistical Test for Nested Radial DEA Models。Operations Research,50(4),728-735。
10.
Saber, S.、Adel H. M.、Madjid T.(2011)。Data envelopment analysis: an efficient duo linear programming approach。International Journal of Productivity and Quality Management,7(1),90-103。
11.
Sigala, M.、Airey, D.、Jones, P.、Lockwood A.(2004)。A Stepwise DEA Methodology to Evaluate Technology Investments in Tourism Settings。Journal of Travel Research,43,180-192。
12.
Sturm, Jan-Egbert、Williams, Barry(2004)。Foreign bank entry, deregulation and bank efficiency: Lessons from the Australian experience。Journal of Banking and Finance,28(7),1775-1799。
13.
Wang, M. H.、Hung, T. H.(2007)。A Study on the Persistence of Farrell’s Efficiency Measure under a Dynamic Framework。European Journal of Operational Research,180,1302-1316。
14.
Banker, Rajiv D.(1993)。Maximum Likelihood, Consistency and Data Envelopment Analysis: A Statistical Foundation。Management Science,39(10),1265-1273。
15.
Hsiao, H. C.、Chang, H.、Cianci, A. M.、Huang, L. H.(2010)。First financial restructuring and operating efficiency: Evidence from Taiwanese commercial banks。Journal of Banking and Finance,34,1461-1471。
16.
Wagner, J. M.、Shimshak D. G.(2007)。Stepwise Selection of Variables in Data Envelopment Analysis: Procedures and Managerial Perspectives。European Journal of Operational Research,180(1),57-67。
17.
Chilingerian, J. A.(1995)。Evaluating Physician Efficiency in Hospitals: A Multivariate Analysis of Best Practices。European Journal of Operational Research,80,548-574。
18.
Pastor, J. M.(2002)。Credit Risk and Efficiency in the European Banking System: A Three-Stage Analysis。Applied Financial Economics,12,859-911。
19.
Liang, C. J.、Yao, M. L.(2005)。The value-relevance of financial and non-financial information-evidence form Taiwan information electronics industry。Review of Quantitative Finance and Accounting,24(2),135-158。
20.
Jenkins, L.、Anderson, M.(2003)。A multivariate statistical approach to reducing the number of variables in data envelopment analysis。European Journal of Operational Research,147(1),51-61。
21.
Kaparakis, E. I.、Miller, S. M.、Noulas, A. G.(1994)。Short-run Cost Inefficiency of Commercial Banks: a Flexible Stochastic Frontier Approach。Journal of Money, Credit and Banking,26,875-893。
22.
Trueman, Brett、Wong M. H. F.、Zhang, Xiao-Jun(2000)。The Eyeballs Have it: Searching for the Value in Internet Stocks。Journal of Accounting Research,38,137-162。
23.
Golany, Boaz、Roll, Yaakov(1989)。An application procedure for DEA。OMEGA: International Journal of Management Science,17(3),237-250。
24.
楊永列(20100100)。臺灣地區本國銀行成本成長率之估計。經濟與管理論叢,6(1),79-111。
延伸查詢
25.
Boussofiane, A.、Dyson, R. G.、Thanassoulis, E.(1991)。Applied data envelopment analysis。European Journal of Operational Research,52(1),1-15。
26.
Farrell, Michael James(1957)。The Measurement of Productive Efficiency。Journal of the Royal Statistical Society: Series A (General),120(3),253-290。
27.
Charnes, Abraham、Cooper, William W.、Rhodes, Edwardo(1978)。Measuring the efficiency of decision making units。European Journal of Operational Research,2(6),429-444。
28.
Sherman, H. D.、Gold, F.(1985)。Bank Branch Operating Efficiency: Evaluation with Data Envelopment Analysis。Journal of Banking & Finance,9(2),297-315。
29.
Banker, R. D.、Charnes, A.、Cooper, W. W.(1984)。Some Models for Estimating Technical and Scale Inefficiencies in Data Envelop Analysis。Management Science,30(9),1078-1092。
研究報告
1.
Kittelson, S. A. C.(1993)。Stepwise DEA: Choosing Variables for Measuring Technical Efficiency in Norwegian Electricity Distribution。Department of Economics, University of Oslo, Norway。
2.
Cummins, J. D.、Turchetti, G.、Weiss, M. A(1997)。Productivity and Technical Efficiency in the Italian Insurance Industry。Philadelphia:Wharton Financial Institutions Center:University of Pennsy Ivania。
3.
Leaven, L.(2000)。Risk and Efficiency in East Asian Banks。
圖書
1.
Norman, N.、Stoker, B.(1991)。Data envelopment analysis: The assessment of performance。John Wiley & Sons, Inc.。
推文
當script無法執行時可按︰
推文
推薦
當script無法執行時可按︰
推薦
引用網址
當script無法執行時可按︰
引用網址
引用嵌入語法
當script無法執行時可按︰
引用嵌入語法
轉寄
當script無法執行時可按︰
轉寄
top
:::
相關期刊
相關論文
相關專書
相關著作
熱門點閱
1.
美國、中國、臺灣銀行生產力動態之檢驗:收斂假說之應用
2.
兩岸金融機構經營績效之評估
3.
數位化金融環境3.0與銀行經營效率
4.
探討臺灣IC設計產業經營績效與產業重要指標之關係
5.
金融海嘯後臺灣晶圓製造廠商營運績效之分析
6.
兩岸銀行業經營績效與生產力之探討
7.
臺灣地區本國銀行成本成長率之估計
8.
臺北地區國際觀光旅館經營效率之研究
9.
壽險業資源使用效率之衡量
無相關博士論文
無相關書籍
無相關著作
1.
臺灣銀行業多角化與獲利能力之研究
2.
本國與外商保險公司獲利能力影響因素之探討
3.
臺灣紡織纖維類企業融資方式與獲利能力關係之分析
4.
綜合證券商獲利能力影響因素之探討
5.
探討臺灣地區本國銀行獲利能力與市場能力--二階段DEA
6.
臺灣銀行業成長與獲利能力之動態分析
QR Code