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

Nan Zhu, Yi Liu, Ali Emrouznejad () and Qiang Huang
Additional contact information
Nan Zhu: Southwestern University of Finance and Economics
Yi Liu: Southwestern University of Finance and Economics
Ali Emrouznejad: Aston University
Qiang Huang: Southwestern University of Finance and Economics

Operational Research, 2017, vol. 17, issue 2, No 15, 669-691

Abstract: 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.

Keywords: Data envelopment analysis; Overall efficiency; Allocative efficiency; Allocation Malmquist index (search for similar items in EconPapers)
Date: 2017
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (5)

Downloads: (external link)
http://link.springer.com/10.1007/s12351-016-0249-6 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:operea:v:17:y:2017:i:2:d:10.1007_s12351-016-0249-6

Ordering information: This journal article can be ordered from
https://www.springer ... search/journal/12351

DOI: 10.1007/s12351-016-0249-6

Access Statistics for this article

Operational Research is currently edited by Nikolaos F. Matsatsinis, John Psarras and Constantin Zopounidis

More articles in Operational Research from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().