试论我国商业银行经营效率——基于金融机构演进的视角

现代衡量银行经营效率的主要是前沿效率法,而前沿效率方法有分为非参数和参数分析法。本文采用非参数分析法中的DEA模型,在3类银行中各取一家银行作为代表,以其3年的数据做分析,得出相关结论,并提出相应建议。     

MUTUAL FUND PERFORMANCE EVALUATION – APPLICATION OF SYSTEM BCC MODEL

For the first time, this research adopts the system BCC model in data envelopment analysis in order to evaluate mutual fund performance and compares the results between the BCC model and the system BCC model. This study is based on the sample of stock funds and balanced funds in Taiwan, with the empirical results summarised as follows. (i) Under the system BCC model, the average score of balanced funds is greater than the average score of stock funds. (ii) There is a significant difference in efficiency scores between the BCC model and the system BCC model, and it is proper to adopt the system BCC model. (iii) The number of major reference sets that have been referenced under the BCC model is larger than under the system BCC model. (iv) If we neglect the distinctions between stock funds and balanced funds, there will be errors on performance assessment. Ultimately, the results reveal that there is a significant difference between the two models. Provided no consideration is made for the funds belonging to two different systems, errors in performance evaluation are inevitable. This research provides investors with both a more accurate and comprehensive evaluation method.     

评价供应链信息共享的交叉效率

供应链管理作为一个整体系统集成了内部和外部的企业流程，通过信息技术，公司可以有效的管理产品流和有关信息的问题。文章通过一个仿真模型设计了不同的信息共享方案来对供应链的绩效进行分析，使用普通的数据包络分析（DEA）模型来测量绩效，并应用了交叉数据包络分析来解决这个问题。结果表明需求信息共享的方案是最有效的一个方案。对产量信息和／或库存信息进行共享，而不对需求信息进行共享，将会干扰制造商的生产，导致误解产生，并放大牛鞭效应。     

基于环境绩效的长江经济带工业用水效率

使用2005—2014年长江经济带11个省(市)的面板数据,基于投入导向的超效率DEA-CCR模型,测算含有非合意产出的全要素工业水资源利用率,利用Malmquist指数对全要素工业水资源利用率进行分解,分析工业水资源利用率提高和降低的主要影响因素,对全要素工业水资源利用率进行收敛性分析,判断各地区工业水资源利用率差异的变化趋势。研究结果表明:不同省(市)工业水资源利用率差距明显,下游地区最高,中游地区最低;2005—2014年,长江经济带区域工业水资源利用率总体呈提高趋势;科技进步是推动全要素工业水资源利用率提高的主要因素;长江流域工业水资源利用率呈收敛趋势,省(市)工业水资源利用率差距在缩小。     

中国OFDI的产业选择策略

在经济全球化迅速蔓延和全球产业结构加速调整的时代背景下,我国的对外直接投资(OFDI)也呈现出持续增长态势.而合理的OFDI产业选择策略能推动我NOFDI总量的增长以及国内产业结构的优化升级,本文通过分析我国OFDI产业选择的现状及存在问题,结合DEA效率测算提出我国OFDI产业选择战略及相关政策建议.     

DEA方法在员工招聘中的应用

员工招聘是提高人力资源效率的重要途径。科学、有效的员工评估方法是保证有效招聘的关键。文章针对传统招聘方法存在的不足,提出在员工招聘中运用DEA方法对应聘者进行评估,并以实例证明此方法是有效可行的。     

Probabilistic Bounds on the Virtual Multipliers in Data Envelopment Analysis: Polyhedral Cone Constraints

The paper is concerned with the incorporation of polyhedral cone constraints on the virtual multipliers in DEA. The incorporation of probabilistic bounds on the virtual multipliers based upon a stochastic benchmark vector is demonstrated. The suggested approach involves a stochastic (chance constrained) programming model with multipliers constrained to the cone spanned by confidence intervals for the components of the stochastic benchmark vector at varying probability levels. Consider a polyhedral assurance region based upon bounded pairwise ratios between multipliers. It is shown that in general it is never possible to identify a center-vector defined as a vector in the interior of the cone with identical angles to all extreme rays spanning the cone. Smooth cones are suggested if an asymmetric variation in the set of feasible relative prices is to be avoided.     

对我国积极财政政策的有效性分析

一般认为，始自1998年的积极财政政策对增加有效需求起了较大的推动作用，并将在2002年继续实行。本文运用DEA方法对我国历年，特别是近年来我国积极财政政策的有效性进行了分析，并讨论了我国实施积极财政政策的效果，最后分析了更有效实施这一政策的条件。     

The benefits of non-radial vs. radial super-efficiency DEA: an application to burden-sharing amongst NATO member nations

Using radial super-efficiency data envelopment analysis (DEA) has improved the discriminating performance across efficient decision-making units (DMUs). This paper extends the super-efficiency approach to a non-radial super-efficiency DEA (NRSE-DEA) index. NRSE-DEA is shown to be invariant to units of input (output) measurement. NRSE-DEA is illustrated here via an application to NATO burden-sharing assessment in which the DMUs are the member nations of NATO. The NRSE-DEA provides additional insights into the ranking of efficient countries, suggesting which are absorbing a particularly large share of NATO responsibilities. The NRSE-DEA generates a smaller set of efficient DMUs. This, in turn, provides more discriminatory power, a more accurate measure of super-efficiency, a more meaningful ranking of the efficient burden sharing countries, and a more reliable assessment of contributions by NATO members, amongst other policy issues.     

基于DEA的中国区域投资有效性分析

本文利用DEA工具对中国区域投资的有效性进行了分阶段研究 ,得出了具有对策性意义的评价结论。