Extensions of Modified DEA
AbstractAndersen and Petersen (1993) presented an extension of the basic DEA methodology, called modified DEA, which has the desirable feature of ranking not only the inefficient DMUs, but the e ficient ones as well. However, when their basic approach is extended to the cases of variable returns to scale and non-discretionary inputs, several conceptual problems arise. This paper addresses these problems, and illustrates the proposed extensions to the modified DEA method using data from a major U.S. bank.
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Bibliographic InfoPaper provided by Wharton School Center for Financial Institutions, University of Pennsylvania in its series Center for Financial Institutions Working Papers with number 99-07.
Date of creation: Jan 1999
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