基于MC-SFA模型的我国信托业经营管理效率评价
发布时间:2018-06-18 14:38
本文选题:管理效率(ME) + MC-SFA模型 ; 参考:《系统工程理论与实践》2012年05期
【摘要】:将MC(Monte-Carlo模型)与SFA(随机前沿分析,stochastic frontier analysis)相结合,以2004年到2008年的数据对我国20家信托公司的经营管理效率进行评价.运用MC模型构建合理有效的管理环境指标;将DEA模型引入SFA模型中,对比剔除管理环境因素前后的经营效率.经过实证检验,我国信托公司的总体发展水平和资本实力相对较低是导致信托公司经营效率低下的主要原因.MC-SFA模型作为企业经营管理效率(management efficiency)实证研究的技术基础,为推动信托公司提高经营水平提供很好参考.
[Abstract]:Based on the data from 2004 to 2008, the management efficiency of 20 trust companies in China was evaluated by combining the MCG Monte-Carlo model with the stochastic frontier analysis (SFAs). Using MC model to construct reasonable and effective management environment index, introducing DEA model into SFA model, comparing the management efficiency before and after excluding the management environment factors. Through the empirical test, the overall development level and the relatively low capital strength of the trust companies in China are the main reasons leading to the low operating efficiency of the trust companies. The MC-SFA model serves as the technical basis of the empirical research on the management efficiency of the trust companies. To promote the trust company to improve the level of operation to provide a good reference.
【作者单位】: 重庆大学
【基金】:国家社会科学基金(07BJY017) 日本“Z拇家弧庇判闱嗄杲逃,
本文编号:2035830
本文链接:https://www.wllwen.com/jingjilunwen/guojijinrong/2035830.html