An allocation Malmquist index with an application in the China securities industry

Nan Zhu, Yi Liu, Ali Emrouznejad*, Qiang Huang

*Corresponding author for this work

Research output: Contribution to journalArticle

Abstract

This paper proposes an allocation Malmquist index which is inspired by
the work on the non-parametric cost Malmquist index. We first show that how to
decompose the cost Malmquist index into the input-oriented Malmquist index and
the allocation Malmquist index. An application in corporate management of the
China securities industry with the panel data set of 40 securities companies during
the period 2005–2011 shows the practicality of the propose model.
Original languageEnglish
Pages (from-to)669-691
Number of pages23
JournalOperational Research
Volume17
Issue number2
Early online date3 Jun 2016
DOIs
Publication statusPublished - Jul 2017

Bibliographical note

The final publication is available at Springer via http://dx.doi.org/10.1007/s12351-016-0249-6

Keywords

  • data envelopment analysis
  • overall efficiency
  • allocative efficiency
  • allocation Malmquist index

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