Browsing by Subject "Malmquist index; Data envelopment analysis; Banking efficiency"
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Banking efficiency with risk control variables using data envelopment analysis and malmquist index
(International University - HCMC, 2017)This paper is a study about Conditional Value at Risk (CVaR) concept which is widely known as an efficient instrument for measuring the amount of loss and also constructing an optimal portfolio. Based on the crucial objective ...