Polyhedral Cone-Ratio DEA (Data Envelopment Analysis) Models with an Illustrative Application to Large Commercial Banks
TEXAS UNIV AT AUSTIN CENTER FOR CYBERNETIC STUDIES
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This study is concerned with developing tools which can be applied to managerial performance evaluation andor for directing audit activities for profit-making as well as not-for-profit entities using multiple inputs to produce multiple outputs. This is accomplished by building on basic concepts of Data Envelopment Analysis DEA. In particular, the customary CCR ratio forms as described in Charnes, cone-ratio form of Chames, Cooper, Wei and Huang 1986 . Numerical examples are supplied along with mathematical developments and geometric portrayals of what is involved, and this is followed by an example application to the evaluation of large commercial U.S. banks as drawn from Sun 1987. Keywords Efficiency Multi attribute optimization Polyhedral cones Polar cones Data envelopment analysis.
- Economics and Cost Analysis