This paper analyzes technical efficiency of domestic commercial banks in Malaysia between 1995 and 2009 by using the Data Envelopment Analysis (DEA) window analysis. By this approach, the technical efficiency is analyzed sequentially with a certain window width (i.e. the number of years in a...

The present paper measured overall technical efficiency of Islamic banks operating in the MENA region during the financial crisis of 2007-2009 to address the question what are the levels of overall, pure technical and scale efficiency of Islamic banks operating in the MENA region and how they...

The present paper measured the efficiency of Islamic banks during economic troubles of 2006-2009 to address the question if Islamic banks were efficient and stable. This paper addresses this question by measuring efficiency through employing the on-parametric technique, Data Envelopment Analysis...

In this cross-sectional study, equity market performance is assessed in a multidimensional risk-adjusted return framework using a nonparametric procedure known as data envelopment analysis. Employing a censored regression procedure, the association between equity market performance and a set of...

With the growing number of stocks and other financial instruments in the investment market, there is always a need for profitable methods of asset selection. The Fama-French three factor model, makes the problem of asset selection easy, by narrowing down the number of parameters, but the usual...