| 双目标DEA模型及其在商业银行评价中的应用 |
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| 引用本文： | 胡达沙,刘晓红,吴杰.双目标DEA模型及其在商业银行评价中的应用[J].运筹与管理,2010,19(5). |
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| 作者姓名： | 胡达沙 刘晓红 吴杰 |
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| 作者单位： | 1. 中国科学技术大学管理学院,安徽合肥,230026
2. 安徽工商职业学院公共课教学部,安徽合肥,230041 |
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| 基金项目： | 中国科学院优秀博士学位论文、院长奖获得者科研启动专项资金资助项目，国家自然科学基金资助项目，安徽省高等学校青年教师资助计划立项资助项目(社会科学) |
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| 摘 要： | 为了解决传统DEA模型所存在的判别能力弱和不现实权重两个缺陷,本文提出了一种双目标DEA模型。该模型在相同的约束条件下,同时以最大化各自效率和最小化所有效率值差异为目标。最后,通过某商业银行分支机构效率评价实例对所提出的方法进行了演示,说明了所提出方法的优点,着重说明了该方法可以很好地解决传统DEA方法所存在的两个缺陷。
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| 关 键 词： | 管理科学 绩效评价 数据包络分析 多目标规划 商业银行 |
A Bi-objective DEA Model and Its Use in Commercial Bank Evaluation |
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| HU Da-sha,LIU Xiao-hong,WU Jie.A Bi-objective DEA Model and Its Use in Commercial Bank Evaluation[J].Operations Research and Management Science,2010,19(5). |
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| Authors: | HU Da-sha LIU Xiao-hong WU Jie |
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| Institution: | HU Da-sha1,LIU Xiao-hong2,WU Jie1(1.School of Management,University of Science and Technology of China,Hefei 230026,China,2.Department of Public Course Teaching,Anhui Business Vocational College,Hefei 230041,China) |
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| Abstract: | A bi-objective DEA model is proposed in this research to improve the shortcomings of traditional DEA models,namely the lack of discriminating power and the unrealistic weights.The proposed model is aimed to maximize the individual efficiency and minimize the efficiency differences among all DMUs simultaneously under the same constraints.Finally,a case of the bank branches is used to illustrate the proposed approach,the advantages are pointed out and the fact that the proposed approach can eliminate the two ... |
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| Keywords: | management science performance evaluation data envelopment analysis multi-objective programming commercial banks |
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