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Abstrakty
The subject of this analysis is Open Pension Funds (OPF) in the period from 2004 to 2006. The purpose of this analysis is the measurement of technical efficiency of OPF. What was applied in this evaluation was the Data Envelopment Analysis (DEA). Data related to the volume of inputs (number of members, operating costs per capita) and the size of outputs (net assets, result of investments, accounting unit's values) allowed to construct basic models of DEA (output oriented); the CCR model (constant returns to scale), BCC model (variable returns to scale) and NIRS model (non-increasing returns to scale). In order to evaluate changes in efficiency of each OPF (in the years 2004-2006) the distances of Shephard being the basis for the Malmquist indexes were calculated. (original abstract)
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101--116
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autor
Bibliografia
- Białas P.: Zastosowanie metody DEA do analizy i oceny banków. M.A. Thesis. Faculty of Economics and Sociology, Lodz Univeristy, Łódź 2006.
- Charnes A., Cooper W.W., Lewin A.Y., Seiford L.M.: Data Envelopment Analysis: Theory, Methodology and Applications. Kluwer Publishing, Boston 1995.
- D. Caves D., Christiansen L., Diewert E.W. : The economic Theory of Index Numbers and the Measurement of Input, Output and Productivity. "Econometrica" 1982, Vol. 50.
- Gospodarowicz M.: Procedury analizy i oceny banków. Materiały i Studia Zeszyt no. 103, Warsaw 2000.
- Malmquist S. : Index Numbers and Indifferences Surfaces. "Trabajos de Estatistica" 1953, Vol. 4.
- Miszczyńska D.: Wielokryteriowy ranking Otwartych Funduszy Emerytalnych, Modelowanie preferencji a ryzyko'01. AE, Katowice 2002.
- Miszczyńska D.: Wielokryteriowy ranking Otwartych Funduszy Emerytalnych metodami AHP i PROMETHEE. Forecasting of Financial Markets, Lodz University, Lodz 2003.
- Miszczyńska D.: Ranking Otwartych Funduszy Emerytalnych - Prognozy 2004-2005. Forecasting of Financial Markets. Lodz University, Lodz 2004.
- Miszczyński M.: Programowanie liniowe, series: Metody badań operacyjnych. Absolwent, Łódź 1997.
- Rogowski G.: Metody analizy i oceny banku na potrzeby zarządzania strategicznego. Scientific Works of Wrocław Economy Acadamy, Wroclaw 1996.
- Websites (2004), (2005), (2006): www.money.pl, www.knuife.gov.pl
Typ dokumentu
Bibliografia
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