使用DEA技术对印度石油公司(DMUs)进行效率排名

Banhi Guha, Gautam Bandyopadhyay, Arun Upadhyay
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引用次数: 3

摘要

本研究采用非参数和定量技术(数据包络分析,DEA),基于Sensex指数2005-2012年的月度收盘价,使用统计参数对印度公司的股票表现进行排名。在这样一个竞争激烈的环境中,任何行业的股票表现都对其生存和吸引投资者、金融分析师和研究人员起着至关重要的作用。在本研究中,采用DEA对印度公司的股票表现进行了排名,这些公司被视为具有BSE和NSE的DMUs。在本文的第一阶段,确定了Sensex指数月度收盘价的均值和标准差,并将其作为输入。本研究论文的第二阶段集中在基于Mean/SD概念的输出选择上。第三阶段通过应用面向输入的DEA技术来突出每个DMU的生产力,并显示DMU的相同分数,然后我们观察到超效率分析并相应地对DMU进行排名。
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Efficiency ranking of Indian Oil Companies (DMUs) using DEA techniques
This study offers an application of a non-parametric and quantitative technique (Data envelopment analysis, DEA) in ranking the stock performance of the Indian companies using statistical parameters based on the monthly closing price of Sensex during 2005-2012. The stock performance of any industry plays a very vital role for their survival in such a competitive environment and to attract the investors, financial analysts and the researchers too. In this study DEA has been applied to rank the stock performances of the Indian companies which are taken as DMUs enlisted with BSE and NSE. In the first phase of this paper Mean, SD on the monthly closing price of the Sensex are determined and considered as Input. The second phase of this research paper concentrated on the output selections which are based on the Mean/SD concept. The third phase highlights the productivity of each DMU through the application of input oriented DEA technique and shows identical scores of the DMUs then we observed super efficiency analysis and ranked the DMUs accordingly.
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