零售业上市公司业绩的DEA有效性分析

本文应用DEA模型对零售业上市公司的业绩进行了实证研究,通过DEA有效分析和规模收益分析对八家上市公司的业绩进行了效率衡量,为投资者理性投资提供了参考依据,也为上市公司提高效率提供了数据借鉴。     

The Application of Mathematical Programming Approaches to Estimating Container Port Production Efficiency

Container terminal production is both an important and complicated element in the contemporary global economy. This paper aims to evaluate the efficiency of the world’s most important container ports and terminals using the two alternative techniques of Data Envelopment Analysis (DEA) and the Free Disposal Hull (FDH) model. The results give an insight into the current efficiency ranking of the world’s major container ports and terminals. They also confirm expectations that the available mathematical programming methodologies lead to different results and that appropriate variable definition of input and output factors is a crucial element in meaningful applications of DEA and FDH. It is also concluded that the availability of panel data, rather than cross-sectional data would greatly improve the validity of the efficiency estimates derived from all the mathematical programming techniques applied.JEL Classification:C61, D24, E23, L23, L25, L92     

高等学校内部各学院办学效益的相对有效性评价

本文运用DEA方法,以国内某高校的7个学院为研究对象,对学院办学效率相对有效性进行了评价。研究结果表明,该校非DEA有效的学院存在投入过剩,产出不足等问题,从而对学院的办学规模、科研政策等方面提出了改进的意见。     

Chance Constrained Programming Formulations for Stochastic Characterizations of Efficiency and Dominance in DEA

Pareto-Koopmans efficiency in Data Envelopment Analysis (DEA) is extended to stochastic inputs and outputs via probabilistic input-output vector comparisons in a given empirical production (possibility) set. In contrast to other approaches which have used Chance Constrained Programming formulations in DEA, the emphasis here is on joint chance constraints. An assumption of arbitrary but known probability distributions leads to the P-Model of chance constrained programming. A necessary condition for a DMU to be stochastically efficient and a sufficient condition for a DMU to be non-stochastically efficient are provided. Deterministic equivalents using the zero order decision rules of chance constrained programming and multivariate normal distributions take the form of an extended version of the additive model of DEA. Contacts are also maintained with all of the other presently available deterministic DEA models in the form of easily identified extensions which can be used to formalize the treatment of efficiency when stochastic elements are present.     

基于主成分分析的DEA复合评价模式及其应用研究

对于给定的一组决策单元,评价指标集扩大,每一决策单元的有效性系数也会增大,当指标多到一定程度时,就会使每一决策单元的有效性系数普遍接近1。文章尝试将主成分分析(PCA)与之相结合,在不影响DEA方法使用的情况下,对评价体系中的众多指标进行分类和压缩,既可以降低信息损失,又满足DEA方法的要求。     

OFDI逆向技术溢出能够改善中国能源效率吗

从理论和实证两个层面考察了OFDI逆向技术溢出对中国能源效率的影响。采用2002—2016年中国30个(非全部)省(直辖市、自治区)的面板数据，运用DEA博弈交叉效率模型测算了碳排放约束下各省(直辖市、自治区)能源效率的现状。选取技术进步、产业结构等7类控制变量，采用动态面板GMM方法分析了OFDI逆向技术溢出与区域能源效率之间的动态关系。研究表明：OFDI逆向技术溢出对区域能源效率具有显著的正向促进作用，其每增加1%，将带来能源效率0.0613%的提升；在其他控制变量中，技术进步、产业结构优化、能源结构优化、外商直接投资对能源效率具有正向促进作用，城镇化水平对能源效率具有负向抑制作用，人力资本水平与对外开放度对能源效率具有正向促进作用，但不显著。以上发现为“一带一路”背景下区域节能减排政策的制定提供了经验证据。     

西北银行业知识资本结构中人力资源的有效性研究

建立了银行业知识资本评估模型 ,以西北地区 2 0余家银行作为研究对象 ,运用数据包络 (DEA)方法对各银行知本结构中人力资源能力的有效性进行评估 ,从而衡量人力资源能力对银行知识资本的影响。在辨别资本有效性的同时 ,对银行的投入产出规模作相应的调整 ,得到了从人力资源角度实现知识资本增值的有益途径     

Regulatory and environmental effects on public transit efficiency: a mixed DEA-SFA approach

This paper assesses the impact of regulatory and environmental factors and statistical noise on the efficiency of public transit systems within a DEA-based framework. Using a panel of Italian companies, we implement a DEA-SFA mixed approach based on [H.O. Fried et al. (2002) Journal of Productivity Analysis, 17(1–2), 157–174] to decompose DEA inefficiency measures into three components: exogenous effects, managerial inefficiency and stochastic events. Besides providing evidence on the determinants of input-specific efficiency differentials across companies, the results point out that managerial skills play a minor role, and emphasize the relevance of regulatory policies aimed at replacing cost-plus subsidization with high-powered incentive contracts as well as improving environmental conditions of public transit networks.      

基于DEA-Tobit两步法的区域农业创新系统评价及分析

本文基于创新系统理论，采用DEA—Tobit两步法对我国30个省、市、自治区农业创新系统效率进行了比较，并根据评价结果构建多元线性回归模型，分析创新效率的影响因素。计量分析结果表明，农村基础教育水平和自然灾害对区域农业创新系统具有显著影响，而政府科技经费并不是显著影响因素。作者建议通过改善教育条件，提高农业产业化程度等改善系统效率，促进区域发展。     

DEA在寿险公司经营效率评价中的应用研究

本文在阐明寿险公司经营效率含义的同时,对DEA以及DEA中两个重要模型CCR模型和BCC模型进行分析;然后根据DEA的应用步骤,将DEA方法应用于评价寿险公司的经营效率,用Lindo软件对数据进行处理,并以P寿险公司为例进行说明。