中国银行业竞争度测度模型改进研究

在对已有测度模型和测度指标进行比较分析的基础上，结合中国商业银行表外资产规模持续扩大、综合化经营水平不断提升、金融集团化日渐明显的发展趋势，对Boone指数的估计方法进行改进，并以2012—2018年60家商业银行的经营数据为样本进行实证研究，评估利率市场化对商业银行竞争度的影响。研究结果表明，模型类型会直接影响Boone指数的估计值，基于动态面板数据模型的估计值与随机效应模型、固定效应模型的估计值显著不同；随着时间的推移，资产规模并未随着效率的提升而增长，Boone指数呈下降趋势，银行业竞争度逐年下降；利率市场化完成之后，银行业竞争度并未上升，反而显著下降。从制度上解除利率管制并不能彻底扭转银行业竞争度不足的现状，还需要从扩大银行业对外开放、放松中小银行准入管制、硬化地方政府和国有企业的预算软约束等方面入手，进一步深化银行业市场化改革。     

On estimating the distribution of data envelopment analysis efficiency scores: an application to nursing homes’ care planning process

Data envelopment analysis (DEA) is a deterministic econometric model for calculating efficiency by using data from an observed set of decision-making units (DMUs). We propose a method for calculating the distribution of efficiency scores. Our framework relies on estimating data from an unobserved set of DMUs. The model provides posterior predictive data for the unobserved DMUs to augment the frontier in the DEA that provides a posterior predictive distribution for the efficiency scores. We explore the method on a multiple-input and multiple-output DEA model. The data for the example are from a comprehensive examination of how nursing homes complete a standardized mandatory assessment of residents.     

Axial solutions for multiple objective linear problems. An application to target setting in DEA models with preferences

In this paper we introduce the class of axial solutions for multiple objective optimization problems in contexts in which partial information on preference weights is available. These solutions combine the use of an improvement axis to direct the search of the most preferred result with the concept of efficiency with respect to preference information.     

Reducing differences between profiles of weights: A “peer-restricted” cross-efficiency evaluation

This paper deals with the selection of the profiles of weights to be used in cross-efficiency evaluations. In an attempt to prevent unrealistic weighting schemes, one of the issues of main interest that we address here is that of the zero weights, since their use implies that some of the variables considered are excluded from the assessments to be made. In the calculation of cross-efficiency scores, we propose to ignore the profiles of weights of the DMUs that cannot make a choice of non-zero weights among their alternate optima. The different units are therefore assessed in a peer-evaluation that does not consider the profiles of weights of some inefficient DMUs. This approach is referred to as “peer-restricted” cross-efficiency evaluation. Aside from avoiding zero weights, the choice of weights that we make also seeks to reduce the differences between the weights profiles selected as much as possible. Thus, in the “peer-restricted” cross-efficiency evaluation in the present paper we also try to avoid that the different DMUs attach very different weights to the same variable. Finally, we extend this approach to derive a common set of weights by exploiting the idea of similarity between profiles of weights.     

房地产上市公司的绩效：基于DEA的2008年报数据分析

2008年对于中国的房地产上市公司而言是面临严峻考验的一年，房地产上市公司在面临来自国家宏观调控的同时又面临金融危机带来的楼市、股市的考验。如何面对上述考验，文章从定量研究的角度，利用数据包络分析（Data Envelopment Analysis简称DEA）对中国房地产测评中心于2009年5月19日在上海发布的《2009年中国房地产上市公司测评研究报告》中的《2009年沪深房地产上市公司综合实力榜》的前二十名企业的绩效进行评价，DEA的方法可以同时考虑多投入、多产出的情况，因而能够对房地产上市公司的绩效做出有效评价，并对效率相对低的公司做出建议。     

Efficiency improvement from multiple perspectives: An application to Japanese banking industry

The current study focuses on efficiency improvement for banking systems from multiple perspectives, which have different definitions of input/output about various attributes of a banking system. In this research we utilize data envelopment analysis (DEA) and Nash bargaining game (NBG) theory to improve inefficient banks in order to: (1) Make the inefficient bank be the state of Pareto Optimality for multiple perspectives, which can avoid discontentment of some perspectives. (2) Improve a bank by changing its attributes and provide various improving schemes for decision makers. A numerical case study of Japanese banks is also given to show the results of equilibrium solution from multiple perspectives.     

Incorporating quality into data envelopment analysis of nursing home performance: A case study

When using data envelopment analysis (DEA) as a benchmarking technique for nursing homes, it is essential to include measures of the quality of care. We survey applications where quality has been incorporated into DEA models and consider the concerns that arise when the results show that quality measures have been effectively ignored. Three modeling techniques are identified that address these concerns. Each of these techniques requires some input from management as to the proper emphasis to be placed on the quality aspect of performance. We report the results of a case study in which we apply these techniques to a DEA model of nursing home performance. We examine in depth not only the resulting efficiency scores, but also the benchmark sets and the weights given to the input and output measures. We find that two of the techniques are effective in insuring that DEA results discriminate between high and low quality performance.     

基于可变权重的DEA效率评价模型

传统DEA模型将投入、产出权重视为固定变量。为了更合理地对决策单元的效率进行评价,本文研究了如何将有关投入、产出变量的权重的更多信息融入效率评价模型,提出了可变权重的概念,给出了一种基于可变权重的DEA效率评价模型。本文模型是CCR模型的推广。在有关权重信息可得的前提下,本文模型较之CCR模型中效率评价上更为合理。但是,如何准确度量投入、产出权重并将其函数化,是本文方法应用的难点。一个算例分析演示了本文模型。     

河北省环境效率与影响因素

河北省建设京津冀生态环境支撑区写进了《京津冀协同发展规划纲要》,其主旨在于改善空气和水资源环境质量,提高环境效率,为京津冀协同发展提供环境支撑。采用线性函数转换方法,把环境污染物当成有害的产出加入到常规DEA模型中,计算出河北省11地市2001—2014年的环境效率值,并运用Tobit模型对影响环境效率的因素进行面板数据回归。得出如下结论：（1）当前的环境质量无法适应京津冀协同发展的要求,尤以保定、邢台和邯郸3市环境效率较低,资源投入存在着不同程度的低效率利用。（2）人均收入、产业结构和技术水平对环境效率的提高有正向作用,人口密度对环境效率具有负向作用。（3）京津冀治理区域性环境污染,需要三地共同努力,关键在于调整河北省“偏重”的产业结构和“偏煤”的能源结构,实现京津冀生态环境协同发展。     

基于DEA理论的ANP/BOCR方案评价值综合集成新方法

网络分析法(ANP)是一种能够有效处理复杂决策问题的多准则决策方法。然而现有ANP文献在对收益、机会、成本、风险(统称为BOCR)评价值综合集成时会因评价值之间的不匹配而可能得出错误的方案排序结果和绩效表示。为克服上述缺陷,本文基于数据包络分析理论提出一种新的针对ANP/BOCR评价值的综合集成方法,使用摆幅置权区间估计方式反映出了决策者在判断BOCR相对权重时所面临的不精确性和模糊性。实例验证结果表明,所提方法对BOCR评价值的处理更符合实际情况。