An aggregate measure of financial ratios using a multiplicative DEA model

Ali Emrouznejad and Emilyn Cabanda

International Journal of Financial Services Management, 2010, vol. 4, issue 2, 114-126

Abstract: This paper examines the problems in the definition of the General Non-Parametric Corporate Performance (GNCP) and introduces a multiplicative linear programming as an alternative model for corporate performance. We verified and tested a statistically significant difference between the two models based on the application of 27 UK industries using six performance ratios. Our new model is found to be a more robust performance model than the previous standard Data Envelopment Analysis (DEA) model.

Keywords: multiplicative DEA; data envelopment analysis; financial ratios; GNCP; general non-parametric corporate performance; MNCP; multiplicative non-parametric corporate performance; modelling. (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (5)

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