Assessing bank efficiency and performance with operational research and artificial intelligence techniques: A survey

MD Fethi, F Pasiouras - European journal of operational research, 2010 - Elsevier
This paper presents a comprehensive review of 196 studies which employ operational
research (OR) and artificial intelligence (AI) techniques in the assessment of bank …

[HTML][HTML] A survey and analysis of the first 40 years of scholarly literature in DEA: 1978–2016

A Emrouznejad, G Yang - Socio-economic planning sciences, 2018 - Elsevier
In recent years there has been an exponential growth in the number of publications related
to theory and applications of Data Envelopment Analysis (DEA). Charnes, Cooper, and …

Bank stock performance during the COVID-19 crisis: does efficiency explain why Islamic banks fared relatively better?

A Mirzaei, M Saad, A Emrouznejad - Annals of Operations Research, 2024 - Springer
This paper evaluates the stock performance of Islamic banks relative to their conventional
counterparts during the initial phase of the COVID-19 crisis (from December 31, 2019, to …

[PDF][PDF] Determinants of bank profitability: An investigation on Turkish banking sector

HE Akbaş, AF Aysan, SP Ceyhan - Öneri Dergisi, 2012 - openaccess.marmara.edu.tr
This paper aims to examine how bank-specific, industry-specific and macroeconomic factors
affect the profitability of 26 commercial banks in Turkey over the period from 2005 to 2010 …

The trade-off frontier for ESG and Sharpe ratio: a bootstrapped double-frontier data envelopment analysis

S Boubaker, TDQ Le, R Manita, T Ngo - Annals of Operations Research, 2023 - Springer
The trade-off between the returns and the risks associated with the stocks (ie, the Sharpe
ratio, SR) is an important measure of portfolio optimization. In recent years, the …

Bank efficiency and shareholder value in Asia Pacific

XM Fu, YR Lin, P Molyneux - Journal of international financial markets …, 2014 - Elsevier
This paper uses dynamic panel estimation approaches to investigate the relationship
between shareholder value and efficiency for a large sample of commercial banks in 14 Asia …

[PDF][PDF] Measuring efficiency in banks: a brief survey on non–parametric technique (data envelopment analysis)

KM Alrafadi, MM Yusuf, BH Kamaruddin - International journal of …, 2016 - academia.edu
Objective: This paper provides a survey of efficiency in banks using Data Envelopment
Analysis (DEA) in developed and developing countries. Methods: There are two ways were …

[PDF][PDF] Efficiency analysis of foreign-capital banks in Turkey by OCRA and MOORA

A Özbek - Research Journal of Finance and Accounting, 2015 - core.ac.uk
Banks, as financial institutions bridging investors and depositors, play important roles in the
development of the national economy. Efficient operation of the banking sector is necessary …

[HTML][HTML] Análisis de eficiencia financiera de las empresas cotizantes en el mercado accionario colombiano para el periodo 2012-2017

HD Balseiro Barrios, JA Luna Amador… - Revista Finanzas y …, 2021 - scielo.org.co
Este artículo busca evaluar la eficiencia financiera de 69 empresas cotizantes en el
mercado accionario colombiano (2012-2017), para conocer cómo llevan a cabo la …

The determinants of efficiency, profitability and stability in the banking sector: a comparative study of Islamic, conventional and socially responsible banks

M Alharthi - 2016 - plymouth.researchcommons.org
This study aims to investigate the determinants of efficiency, profitability and stability in the
banking sector across the world over the period 2005-2012. In this study, efficiency is …