An aggregate measure of financial ratios using a multiplicative DEA model

Ali Emrouznejad, Emilyn Cabanda

Research output: Contribution to journalArticle

Abstract

This paper examines the problems in the definition of the General Non-Parametric Corporate Performance (GNCP) and introduces a multiplicative linear programming as an alternative model for corporate performance. We verified and tested a statistically significant difference between the two models based on the application of 27 UK industries using six performance ratios. Our new model is found to be a more robust performance model than the previous standard Data Envelopment Analysis (DEA) model.
Original languageEnglish
Pages (from-to)114-126
Number of pages13
JournalInternational Journal of Financial Services Management
Volume4
Issue number2
DOIs
Publication statusPublished - 2010

Keywords

  • multiplicative DEA
  • data envelopment analysis
  • financial ratios
  • GNCP
  • general non-parametric corporate performance
  • MNCP
  • multiplicative non-parametric corporate performance
  • modelling

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