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Overall profit Malmquist productivity index under data uncertainty

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摘要 The calculation of the overall profit Malmquist productivity index(MPI)requires precise and accurate information on the input,output,input-output prices of each decision making unit(DMU).However,in many situations,some inputs and/or outputs and input-output prices are imprecise.As such,we consider the overall profit MPI problem when the input,output,and input-output prices are imprecise and vary over intervals,showing that method(MCM 54:2827–2838,2011)has some shortfalls.To remedy these shortfalls,we propose another method for measuring the overall profit MPI when the inputs,outputs,and price vectors vary over intervals.That is,to calculate the overall profit efficiency intervals,cone-ratio data envelopment analysis models can be applied to the incorporated information as weight restrictions.Further,we provide a new approach to calculating the upper bound of the overall profit efficiency of each DMU.A numerical example is provided for illustrating the proposed method.
出处 《Financial Innovation》 2020年第1期109-128,共20页 金融创新(英文)
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