Browsing by Author Cai, Phuc Thien Khoa

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  • Incorporating Risk into Technical Efficiency via a Semiparametric Analysis The Case of ASEAN Banks.pdf.jpg
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  • Authors: Ngo, Thanh Tra; Le, Quang Minh; Cai, Phuc Thien Khoa; Ngo, Phu Thanh (2018)

  • The objective of this paper is to incorporate risk in the technical efficiency of listed ASEAN banks in a panel data framework for the period 2000 to 2015. Many researchers apply frontier estimation techniques such as data envelopment analysis (DEA) or stochastic frontier analysis (SFA) for their efficiency analysis. However, the banks' complex production process requires more sophisticated techniques to account for internal structures within the black box, so relying on only traditional DEA or SFA is not adequate to deal with a multiple-input and multipleoutput production technology. To incorporate undesirable outputs such as risk into inefficiency, we rely on the directional distanc...

Browsing by Author Cai, Phuc Thien Khoa

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
or enter first few letters:  
Showing results 1 to 1 of 1
  • Incorporating Risk into Technical Efficiency via a Semiparametric Analysis The Case of ASEAN Banks.pdf.jpg
  • Article


  • Authors: Ngo, Thanh Tra; Le, Quang Minh; Cai, Phuc Thien Khoa; Ngo, Phu Thanh (2018)

  • The objective of this paper is to incorporate risk in the technical efficiency of listed ASEAN banks in a panel data framework for the period 2000 to 2015. Many researchers apply frontier estimation techniques such as data envelopment analysis (DEA) or stochastic frontier analysis (SFA) for their efficiency analysis. However, the banks' complex production process requires more sophisticated techniques to account for internal structures within the black box, so relying on only traditional DEA or SFA is not adequate to deal with a multiple-input and multipleoutput production technology. To incorporate undesirable outputs such as risk into inefficiency, we rely on the directional distanc...