On the Use of Data Envelopment Analysis as Performance Appraisal Tool for Fund of Hedge Funds with Skewness

2009 ◽  
Author(s):  
John D. Lamb ◽  
Kai-Hong Tee
2007 ◽  
Vol 55 (1) ◽  
pp. 60-71 ◽  
Author(s):  
Martin Dlouhý ◽  
Josef Jablonský ◽  
Ivana Novosádová

2018 ◽  
Vol 22 (2) ◽  
pp. 245-286 ◽  
Author(s):  
Sebastian Kohl ◽  
Jan Schoenfelder ◽  
Andreas Fügener ◽  
Jens O. Brunner

Author(s):  
Heinz Ahn ◽  
Nadia Vazquez Novoa

This paper examines the Data Envelopment Analysis (DEA) methodology from a cognitive perspective. Specifically, it analyzes (a) the role of DEA scores as an overall efficiency measure and (b) to what extent the presence of DEA scores for a non-financial performance appraisal influences a posterior financial performance assessment. The study confirms that the efficiency score acts as a strong performance marker when deciding on which decision making units (DMUs) should be awarded for their non-financial performance. Furthermore, it shows that the results of the non-financial performance evaluation may act as an anchor which significantly influences a posterior financial assessment. These insights have practical consequences for planning, reporting, and controlling processes that incorporate DEA efficiency scores.


Author(s):  
Reza Farzipoor Saen

The use of Data Envelopment Analysis (DEA) in many fields is based on total flexibility of the weights. However, the problem of allowing total flexibility of the weights is that the values of the weights obtained by solving the unrestricted DEA program are often in contradiction to prior views or additional available information. Also, many applications of DEA assume complete discretionary of decision making criteria. However, they do not assume the conditions that some factors are nondiscretionary. To select the most efficient third-party reverse logistics (3PL) provider in the conditions that both weight restrictions and nondiscretionary factors are present, a methodology is introduced. A numerical example demonstrates the application of the proposed method.


Sign in / Sign up

Export Citation Format

Share Document