IMPROVED COMMON WEIGHT DEA-BASED DECISION APPROACH FOR ECONOMIC AND FINANCIAL PERFORMANCE ASSESSMENT
提出一种基于数据包络分析的新共同权重多准则决策方法，用于识别多投入多产出下最优决策单元，通过两个案例（新兴市场指数和土耳其存款银行）验证其稳健性和区分能力。
Economic and financial performance assessment possesses an important role for efficient usage of available resources. In this study, a novel common weight multiple criteria decision making (MCDM) approach based on data envelopment analysis (DEA) is presented to identify the best performing decision making unit (DMU) accounting for multiple inputs as well as multiple outputs. The robustness of the developed model, which provides a rank-order with enhanced discriminatory characteristics and improved weight dispersion, is illustrated by two case studies that aim to provide economic and financial performance assessment. The first study presents an evaluation of Morgan Stanley Capital International emerging markets, whereas the second case study ranks the Turkish deposit banks using the proposed methodology as well as providing a comparative evaluation with several other approaches addressed in earlier works. The results indicate that the introduced approach guarantees to identify the best performing DMU without including a discriminating parameter requiring an arbitrary step size value in model formulation while also achieving an improved weight dispersion for inputs and outputs.