DATA ENVELOPMENT ANALYSIS (DEA) TECHNIQUE FOR ASSESSMENT OF EFFICIENCY OF MANUFACTURING COMPANIES ACCEPTED IN TEHRAN STOCK EXCHANGE BASED ON FINANCIAL REPORTING MODEL

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HAJIHA Z.; GHILAVI M.

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Journal: FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT) Year:2012 | Volume:3 | Issue:12 Page(s): 111-130

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Title

DATA ENVELOPMENT ANALYSIS (DEA) TECHNIQUE FOR ASSESSMENT OF EFFICIENCY OF MANUFACTURING COMPANIES ACCEPTED IN TEHRAN STOCK EXCHANGE BASED ON FINANCIAL REPORTING MODEL

Author(s)

HAJIHA Z. | GHILAVI M. | Issue Writer Certificate

Keywords

RELATIVE EFFICIENCYQ2

DATA ENVELOPMENT ANALYSISQ2

DECISION-MAKING UNITSQ2

Abstract

Data Envelopment Analysis (DEA) covers an extended range of mathematical optimization models to assess RELATIVE EFFICIENCY of a set of homogenous units with similar inputs and output. This model obtains a set of weights for input and output variables of DECISION-MAKING UNITS and then calculates RELATIVE EFFICIENCY of each unit. The present research aims at introducing DATA ENVELOPMENT ANALYSIS (DEA) technique and BCC Model in output oriented to calculate efficiency scores of manufacturing companies accepted in Tehran Stock Exchange based on financial reporting indices and rank them by Anderson-Peterson (A & P) Model. To this end, financial statements of 100 manufacturing companies accepted in Stock Exchange for period of 2004 to 2010 were analyzed.Efficiency indices including seven inputs and one output constitute the basis of the above technique. The results reveal that efficiency score of the companies accepted in Stock Exchange was calculated separately for the appointed period and the companies scored one in each period were considered as efficient companies and those scored below one were regarded inefficient. The results indicate high ability of DEA mathematical model in identifying efficient companies and ranking them based on the data reported according to their financial statements.

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APA: Copy

HAJIHA, Z., & GHILAVI, M.. (2012). DATA ENVELOPMENT ANALYSIS (DEA) TECHNIQUE FOR ASSESSMENT OF EFFICIENCY OF MANUFACTURING COMPANIES ACCEPTED IN TEHRAN STOCK EXCHANGE BASED ON FINANCIAL REPORTING MODEL. FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), 3(12), 111-130. SID. https://sid.ir/paper/197663/en

Vancouver: Copy

HAJIHA Z., GHILAVI M.. DATA ENVELOPMENT ANALYSIS (DEA) TECHNIQUE FOR ASSESSMENT OF EFFICIENCY OF MANUFACTURING COMPANIES ACCEPTED IN TEHRAN STOCK EXCHANGE BASED ON FINANCIAL REPORTING MODEL. FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT)[Internet]. 2012;3(12):111-130. Available from: https://sid.ir/paper/197663/en

IEEE: Copy

Z. HAJIHA, and M. GHILAVI, “DATA ENVELOPMENT ANALYSIS (DEA) TECHNIQUE FOR ASSESSMENT OF EFFICIENCY OF MANUFACTURING COMPANIES ACCEPTED IN TEHRAN STOCK EXCHANGE BASED ON FINANCIAL REPORTING MODEL,” FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), vol. 3, no. 12, pp. 111–130, 2012, [Online]. Available: https://sid.ir/paper/197663/en

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