An aggregate measure of financial ratios using a multiplicative DEA model
by Ali Emrouznejad, Emilyn Cabanda
International Journal of Financial Services Management (IJFSM), Vol. 4, No. 2, 2010

Abstract: This paper examines the problems in the definition of the General Non-Parametric Corporate Performance (GNCP) and introduces a multiplicative linear programming as an alternative model for corporate performance. We verified and tested a statistically significant difference between the two models based on the application of 27 UK industries using six performance ratios. Our new model is found to be a more robust performance model than the previous standard Data Envelopment Analysis (DEA) model.

Online publication date: Fri, 02-Apr-2010

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