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Survivorship Bias und Investmentfondsperformance : [kumulative Dissertation]
Rohleder, Martin - 2011
Das erste Paper behandelt den Survivorship Bias bei Aktienfonds. Dieser stellt eine systematische Überschätzung der Performance dar, die entsteht wenn in der Fondsgruppe nur die „Überlebenden“ berücksichtigt werden. Dies ist seit Grinblatt und Titman (1989) bekannt und seitdem in vielen...
Persistent link: https://www.econbiz.de/10009447140
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Strukturanalyse unscharfer Informationen anhand von korrelationsanalytischen Verfahren
Thannheiser, Ulrike - 1998
Gegenstand der Arbeit ist die Entwicklung eines korrelationsanalytischen Verfahrens zur Datenanalyse sowie dessen … Betrachtungen des Themengebietes der Datenanalyse bei scharfer und unscharfer Information erfolgt mit Bezug auf die von Watada …/Tanaka vorgestellte Fuzzy Quantification Theory (1987) die Präsentation der bedeutendsten multivariaten Verfahren der Datenanalyse. Neben …
Persistent link: https://www.econbiz.de/10009467415
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Cost efficiency in Australian non-bank financial institutions: A non-parametric approach
Worthington, Andrew C. - 2000
A two-stage procedure is employed to evaluate non-bank financial institution cost efficiency. In the first stage, data envelopment analysis is used to calculate technical, allocative and cost efficiency indices using a sample of two hundred Australian credit unions. The results indicate that a...
Persistent link: https://www.econbiz.de/10009437438
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Measuring technical efficiency in Australian credit unions
Worthington, Andrew C. - 1999
Credit unions are small, co-operative, not-for-profit institutions; facts which usually distinguish them from other financial intermediaries. Whilst respecting the unique organisational and institutional features of credit unions, the present study also accepts the need for rigorous efficiency...
Persistent link: https://www.econbiz.de/10009437440
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Determinants of merger and acquisition activity in Australian cooperative deposit-taking institutions
Worthington, Andrew C. - 2004
A two-stage procedure is employed to evaluate the determinants of merger and acquisition (M&A) activity in Australian credit unions over the period 1992/1993 to 1994/1995. In the first stage, data envelopment analysis (DEA) is used to calculate technical and scale efficiency indices for a sample...
Persistent link: https://www.econbiz.de/10009437446
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Cost Efficiency In Australian General Insurers: A Non-Parametric Approach
Worthington, Andrew C.; Hurley, Emily V. - 2002
Data envelopment analysis is used to calculate pure technical, scale, allocative and cost efficiency indices for a sample of forty-six Australian general insurers. The inputs used are labour, physical capital (in the form of both information technology and plant and equipment) and financial...
Persistent link: https://www.econbiz.de/10009437467
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Efficiency in pre-merger and post-merger non-bank financial institutions
Worthington, Andrew C. - 2001
A two-part process is employed to analyse the role of efficiency in merger and acquisition (M&A) activity in Australian credit unions during the period 1993 to 1997. The measures of efficiency are derived using the nonparametric technique of data envelopment analysis. The first part uses panel...
Persistent link: https://www.econbiz.de/10009437469
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Measuring Efficiency in Local Government: An Analysis of New South Wales Municipalities’ Domestic Waste Management Function
Worthington, Andrew C.; Dollery, Brian E. - 2001
Data envelopment analysis (DEA) is used to measure the technical and scale efficiency of the domestic waste management function in 103 New South Wales’ local governments. After allowance is made for nondiscretionary environmental factors which may affect the provision of these local public...
Persistent link: https://www.econbiz.de/10009437471
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Economic and Marketing Efficiency Among Corn Ethanol Plants
Sesmero, Juan P.; Perrin, Richard K.; Fulginiti, Lilyan E. - 2011
We extend data envelopment analysis (DEA) to decompose the economic efficiency of a sample of ethanol plants into internal (technical and allocative) and boundary (marketing) sources. This decomposition allows us to evaluate the channels through which different plant characteristics affect plant...
Persistent link: https://www.econbiz.de/10009443791
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Economic and Marketing Efficiency Among Corn Ethanol Plants
Sesmero, Juan S.; Perrik, Richard K.; Fulginiti, Lilyan E. - 2011
In the corn ethanol industry, the ability of plants to obtain favorable prices through marketing decisions is considered important for their overall economic performance. Based on a panel of surveyed of ethanol plants we extend data envelopment analysis (DEA) to decompose the economic efficiency...
Persistent link: https://www.econbiz.de/10009443796