基于决策者选择偏好的网络DEA模型——以我国若干家商业银行为例

摘要

In order to measure the pure technical efficiency of the system and subsystems simultaneously, the relational network DEA models with decision maker' s selection bias are proposed for the two-stage serial system.It is proved that the system is DEA efficient if and only if each subsystem in the series is DEA efficient.With characteristics of China' s commercial banks concerned, the bank commercial activities are divided into process of operation and investment.And the measurement of pure technical efficiency of entire system and two sub-processes of 13 large commercial banks in China can be used to dig out the internal reason of operating inefficiency in 2007.%本文从决策者选择偏好的角度构建了一类两阶段链形系统的关联网络DEA模型,用于测算系统以及各阶段的纯技术效率.并从理论上证明了系统DEA有效的充分必要条件是链上的每个子过程都是DEA有效的.结合我国商业银行的特点,将银行运营过程分为存款过程和投资过程,根据建立的三种选择偏好模型,测算了我国13家商业银行2007年的系统效率及其两个运营过程的纯技术效率,分析出了各商业银行运营无效率的内在原因.