DEA Models Overview

Joseph C. Paradi, H. David Sherman and Fai Keung Tam
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Joseph C. Paradi: University of Toronto
H. David Sherman: Northeastern University
Fai Keung Tam: University of Toronto

Chapter Chapter 1 in Data Envelopment Analysis in the Financial Services Industry, 2018, pp 3-39 from Springer

Abstract: Abstract We begin with the basic DEA Models and some useful extensions (although we expect that some will see it as too much while others as too little). While we promised to minimize the mathematics, some are, unfortunately, unavoidable. We have excluded any specific discussion of the underlying linear programming (LP) mathematics that drives DEA, and while some general understanding of this is helpful for understanding the academic literature, it is not needed to understand the benefits and ways to apply DEA.

Keywords: Malmquist Index (MI); Efficiency Scores; Slacks-based Measure (SBM); Input-oriented Constant Returns; Efficient Cross (search for similar items in EconPapers)
Date: 2018
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DOI: 10.1007/978-3-319-69725-3_1

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