Zobrazeno 1 - 10
of 16
pro vyhledávání: '"Kekoura Sakouvogui"'
Autor:
Kekoura Sakouvogui
Publikováno v:
Accounting, Vol 5, Iss 3, Pp 107-120 (2018)
Data Envelopment Analysis (DEA) is a well-known method used to measure the efficiency of decision making units. In this paper, we study the impact of the financial crisis while integrating DEA efficiency measures with Support Vector Machines (SVM). M
Externí odkaz:
https://doaj.org/article/410b8ea366e747f085ecab5eb700e83a
Publikováno v:
Cogent Economics & Finance, Vol 7, Iss 1 (2019)
A sustainable energy system is key for addressing the world’s environmental and social challenges. The U.S is the second largest consumer of energy, with increased energy consumption in the previous half-century. To curb energy demand, it is essent
Externí odkaz:
https://doaj.org/article/e6fcebb915de4e43a871c0db5e92db0c
Publikováno v:
Open Economics. 5:11-29
Due to the current lockdown and restrictions related to the COVID-19, U.S. commercial and domestic banks are facing cashflow and financial difficulties. This has led to many vulnerable customers losing their source of income. In this paper, we examin
Publikováno v:
Monte Carlo Methods and Applications. 27:71-90
The efficiency measures of the Stochastic Frontier Analysis (SFA) models are dependent on distributional assumptions of the one-sided error or inefficiency term. Given the intent of earlier researchers in the evaluation of a single inefficiency distr
Autor:
Kekoura Sakouvogui
Publikováno v:
Journal of Economic Studies. 47:1787-1810
PurposeThe consistency of stochastic frontier analysis (SFA) and data envelopment analysis (DEA) cost efficiency measures using a sample of 650 commercial and domestic banks in the United States is investigated based on cluster analysis while account
Autor:
Kekoura Sakouvogui, Saleem Shaik
Publikováno v:
Studies in Economics and Finance. 37:391-410
Purpose The purpose of this paper is to evaluate the importance of financial liquidity and solvency on US commercial and domestic banks’ cost efficiency while accounting for internal and external factors. Design/methodology/approach The Stochastic
Publikováno v:
Open Economics, Vol 3, Iss 1, Pp 50-69 (2020)
This paper improves on the issues of extreme data points and heterogeneity found in the linear programming data envelopment analysis (DEA) by presenting a cluster-adjusted DEA model (DEA with cluster approach). This analysis, based on efficiency, det
Autor:
Kekoura Sakouvogui
Publikováno v:
Managerial Finance. 46:883-895
PurposeThis paper evaluates the importance of both liquidity and solvency risk factors on variations in efficiency measures of US commercial and domestic banks from 2005 to 2017.Design/methodology/approachThe analysis is conducted using the true rand
Autor:
Kekoura Sakouvogui, William E. Nganje
Publikováno v:
The Journal of Financial Data Science. 1:153-167
Limitations of the capital asset pricing model (CAPM) continue to present inconsistent empirical results despite CAPM’s firm mathematical foundations provided in numerous studies. In this article, the authors examine how estimation errors of the CA
Autor:
Kekoura Sakouvogui
Publikováno v:
Accounting, Vol 5, Iss 3, Pp 107-120 (2018)
Data Envelopment Analysis (DEA) is a well-known method used to measure the efficiency of decision making units. In this paper, we study the impact of the financial crisis while integrating DEA efficiency measures with Support Vector Machines (SVM). M