Negative data in data envelopment analysis: a directional distance approach applied to bank branches

Negative data in data envelopment analysis: a directional distance approach applied to bank branches

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Article ID: iaor20051186
Country: United Kingdom
Volume: 55
Issue: 10
Start Page Number: 1111
End Page Number: 1121
Publication Date: Oct 2004
Journal: Journal of the Operational Research Society
Authors: , ,
Keywords: finance & banking
Abstract:

This paper is drawn from the use of data envelopment analysis (DEA) in helping a Portuguese bank to manage the performance of its branches. The bank wanted to set targets for the branches on such variables as growth in number of clients, growth in funds deposited and so on. Such variables can take positive and negative values but apart from some exceptions, traditional DEA models have hitherto been restricted to non-negative data. We report on the development of a model to handle unrestricted data in a DEA framework and illustrate the use of this model on data from the bank concerned.

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