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

Fingerprint

Financial ratios
Data envelopment analysis
Corporate performance
Linear programming
Industry
Performance ratio
Alternative models

Keywords

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

Cite this

@article{52c47f6955f64bcb8bdc24a71d8f46cf,
title = "An aggregate measure of financial ratios using a multiplicative DEA model",
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.",
keywords = "multiplicative DEA, data envelopment analysis, financial ratios, GNCP, general non-parametric corporate performance, MNCP, multiplicative non-parametric corporate performance, modelling",
author = "Ali Emrouznejad and Emilyn Cabanda",
year = "2010",
doi = "10.1504/IJFSM.2010.032435",
language = "English",
volume = "4",
pages = "114--126",
journal = "International Journal of Financial Services Management",
issn = "1460-6712",
number = "2",

}

An aggregate measure of financial ratios using a multiplicative DEA model. / Emrouznejad, Ali; Cabanda, Emilyn.

In: International Journal of Financial Services Management, Vol. 4, No. 2, 2010, p. 114-126.

Research output: Contribution to journalArticle

TY - JOUR

T1 - An aggregate measure of financial ratios using a multiplicative DEA model

AU - Emrouznejad, Ali

AU - Cabanda, Emilyn

PY - 2010

Y1 - 2010

N2 - 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.

AB - 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.

KW - multiplicative DEA

KW - data envelopment analysis

KW - financial ratios

KW - GNCP

KW - general non-parametric corporate performance

KW - MNCP

KW - multiplicative non-parametric corporate performance

KW - modelling

UR - http://www.inderscience.com/offer.php?id=32435

U2 - 10.1504/IJFSM.2010.032435

DO - 10.1504/IJFSM.2010.032435

M3 - Article

VL - 4

SP - 114

EP - 126

JO - International Journal of Financial Services Management

JF - International Journal of Financial Services Management

SN - 1460-6712

IS - 2

ER -