An aggregate measure of financial ratios using a multiplicative DEA model

Ali Emrouznejad; Emilyn Cabanda

doi:10.1504/IJFSM.2010.032435

An aggregate measure of financial ratios using a multiplicative DEA model

Ali Emrouznejad, Emilyn Cabanda

Operations and Service Management

Regent University

Research output: Contribution to journal › Article › peer-review

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 language	English
Pages (from-to)	114-126
Number of pages	13
Journal	International Journal of Financial Services Management
Volume	4
Issue number	2
DOIs	https://doi.org/10.1504/IJFSM.2010.032435
Publication status	Published - 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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10.1504/IJFSM.2010.032435

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An aggregate measure of financial ratios using a multiplicative DEA model

Abstract

Keywords

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