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Technical Efficiency Through Innovative Methods and Estimations in Financial Markets

Technical Efficiency Through Innovative Methods and Estimations in Financial Markets

Aikaterini Kokkinou
Copyright: © 2021 |Pages: 16
ISBN13: 9781799834731|ISBN10: 1799834735|EISBN13: 9781799834748
DOI: 10.4018/978-1-7998-3473-1.ch006
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MLA

Kokkinou, Aikaterini. "Technical Efficiency Through Innovative Methods and Estimations in Financial Markets." Encyclopedia of Organizational Knowledge, Administration, and Technology, edited by Mehdi Khosrow-Pour D.B.A., IGI Global, 2021, pp. 55-70. https://doi.org/10.4018/978-1-7998-3473-1.ch006

APA

Kokkinou, A. (2021). Technical Efficiency Through Innovative Methods and Estimations in Financial Markets. In M. Khosrow-Pour D.B.A. (Ed.), Encyclopedia of Organizational Knowledge, Administration, and Technology (pp. 55-70). IGI Global. https://doi.org/10.4018/978-1-7998-3473-1.ch006

Chicago

Kokkinou, Aikaterini. "Technical Efficiency Through Innovative Methods and Estimations in Financial Markets." In Encyclopedia of Organizational Knowledge, Administration, and Technology, edited by Mehdi Khosrow-Pour D.B.A., 55-70. Hershey, PA: IGI Global, 2021. https://doi.org/10.4018/978-1-7998-3473-1.ch006

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Abstract

This paper investigates technical efficiency estimation in financial markets, using both parametric and non-parametric techniques: parametric Stochastic Frontier Analysis (SFA) approach or non-parametric Data Envelopment Analysis (DEA). This chapter focuses on reviewing the stochastic frontier analysis literature regarding estimating inefficiency in financial markets level, as well as explaining producer heterogeneity along with the relationships with productive efficiency level. This chapter investigates technical efficiency estimation in financial markets, using both parametric and non-parametric techniques: parametric Stochastic Frontier Analysis (SFA) approach or non-parametric Data Envelopment Analysis (DEA). More specifically, this chapter focuses on reviewing the stochastic frontier analysis literature regarding estimating inefficiency, its industrial level, as well as explaining producer heterogeneity along with the relationships with productive efficiency level.

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