Metrika

  • citati u SCIndeksu: 0
  • citati u CrossRef-u:0
  • citati u Google Scholaru:[]
  • posete u poslednjih 30 dana:21
  • preuzimanja u poslednjih 30 dana:11

Sadržaj

članak: 8 od 1884  
Back povratak na rezultate
2022, vol. 51, br. 3-4, str. 130-169
Analiza finansijskih performansi i efikasnosti banaka u Srbiji korišćenjem fuzzy LMAW i MARCOS metoda
Univerzitet u Beogradu, Ekonomski fakultet, Srbija

e-adresaradojko.lukic@ekof.bg.ac.rs
Ključne reči: banka; FLMAW-MARCOS metoda; finansijske performanse; efikasnost; Srbija
Sažetak
Vrlo je izazovno istraživanje faktora efikasnosti banaka. Imajući to u vidu, u ovom radu se analiziraju finansijske performanse i efikasnost banaka u Srbiji na bazi fuzzy LMAW-MARCOS metoda. Dobijeni empirijski rezultati pokazuju da u top pet banaka spadaju po redosledu: Banca Intesa, OTP Banka Srbija, Komercijalna banka, Mobi Banka i NLB banka. U loše pozicionirane banke spadaju po redosledu: Mirabank, API banka, Srpska banka, 3 Banka i Addiko Bank. Na efikasnost banaka u Srbiji u značajnoj meri je, pored ostalog, uticala pandemija korona virusa Covid-19. U cilju unapređenja finansijskih performansi i efikasnosti banaka u Srbiji u budućnosti, neophodno je što efikasnije upravljati faktorima procesa rada (ljudskim kapitalom, aktivom i kapitalom), prodajom bankarskih proizvoda i profitom. U tome značajnu ulogu ima i digitalizacija celokupnog bankarskog poslovanja.
Reference
Naknadno pridodat članak: provera, normiranje i linkovanje referenci u toku.
Ali, S.M., Hoq, S.M.N., Bari, A.B.M.M., Kabir, G., Paul, S.K. (2022). Evaluating factors contributing to the failure of information system in the banking industry. PLoS ONE, 17(3): e0265674. https://doi.org/10.1371/journal.pone.0265674
Andersen, P.; Petersen, N.C. (1993). A procedure for ranking efficient units in data envelopment analysis. Management Science, 39, 1261-1264
Banker, R.D., Charnes, A. and Cooper, W.W. (1984). Some models for estimating technical and scale inefficiencies in data envelopment analysis. Management Science, 30(9), 1078-1092
Božanić, D., Pamučar, D., Milić,A., Marinković, M.and Komazec, N. (2022). Modification of the Logarithm Methodology of Additive Weights (LMAW) by a Triangular Fuzzy Number and Its Application in Multi-Criteria Decision Making. Axioms, 11(3), 89. https://doi.org/10.3390/axioms11030089
Chang, X. and Wang, X. (2020). Research Performance Evaluation of University Based on Super DEA Model. 2020 IEEE 9th Joint International Information Technology and Artificial Intelligence Conference (ITAIC), 1252-1255. doi: 10.1109/ITAIC49862.2020.9339131
Chen, Chunhua, Liu, Haohua, Tang, Lijun and Ren, Jianwei. (2021). A Range Adjusted Measure of Super-Efficiency in Integer-Valued Data Envelopment Analysis with Undesirable Outputs. Journal of Systems Science and Information, 9( 4), 378-398. https://doi.org/10.21078/JSSI-2021-378-21
Cvetkoska, V., and Savić, G. (2017). Efficiency of bank branches: Empirical evidence from a twophase research approach. Economic Research-Ekonomska istrazivanja, 30(1), 318-333. doi: 10.1080/1331677X.2017.1305775
Cvetkoska, V. and Cikovic, K.F.(2020). Assessing the relative efficiency of commercial banks in the Republic of North Macedonia: DEA window analysis. Croatian Operational Research Review 217 CRORR 11, 217-227
Cvetkoska, V., Fotova Ciković, K. and Tasheva, M. (2021). Efficiency of Commercial Banking in Developing Countries. Mathematic , 9, 1597. https://doi.org/10.3390/math9141597
Fenyves, V. and Tarnóczi, T. (2020). Data envelopment analysis for measuring performance in a competitive market. Problems and Perspectives in Management, 18(1), 315-325. doi:10.21511 /ppm.18(1).2020.27
Guo, D. and Cai, Z.Q. (2020). Super-Efficiency Infeasibility in the Presence of Nonradial Measurement. Mathematical Problems in Engineering, 2020, Article ID 6264852, 7 pages. https://doi. org/10.1155/2020/6264852
Lee, H.S., Chu, C.W. and J. Zhu, J. (2011). Super-efficiency DEA in the presence of infeasibility. European Journal of Operational Research, 212(1), 141-147
Lin, R. (2020). Cross-efficiency evaluation capable of dealing with negative data: A directional distance function based approach. Journal of the Operational Research Society, 71(3), 505-516
Lukic, R., Sokic, M. & Vojteski Kljenak, D. (2017). Efficiency Analysis Of Banking Sector In Republic Of Serbia. Business Excellence and Management, 7(4), 5-17
Lukić, R. (2018a). Bankarsko računovodstvo. Beograd: Ekonomski fakultet
Lukić, R. (2018d). Analysis of the efficiency of insurance companies. In: Insurance in the-postcrisis era, Belgrade: Faculty of Economics, University of Belgrade. ISBN: 978-86-403-1548-7
Lukić, R. and Hadrovic Zekic, B. (2019). Evaluation of efficiency of trade companies in Serbia using the DEA approach. Proceedings of the 19 th International Scientific Conference Business Logistics In Modern Management October 10-11, Osijek, Croatia, Josip Juraj Strossmaye, 145-162
Lukić, R. (2021). Application of the EDAS method in the evaluation of bank efficiency in Serbia. Bankarstvo -Banking, 50(2), 13-24. doi: 10.5937/bankarstvo2102064L
Lukić, R (2022). Evaluation of the efficiency of banks in Serbia using the MABAC method. Bankarstvo -Banking, 2, 35-60. DOI: 10.5937/bankarstvo2202010L
Maletić, R., Kreća, M., & Maletić, P. (2013). Application of dea methodology in measuring efficiency in the banking sector. Economics of Agriculture, 60(4), 843-855. https://www.ea.bg. ac.rs/index.php/EA/article/view/423
Milenković, N., Radovanov, B., Kalaš, B. and Horvat, A.M. (2022). External Two Stage DEA Analysis of Bank Efficiency in West Balkan Countries. Sustainability, 14, 978. https:// doi.org/ 10.3390/su14020978
Pamučar, D., Žižović, M., Biswas, S., Božanić, D. (2021). A new logarithm methodology of additive weights (LMAW) for multi-criteria decision-making: Application in logistics. Facta Univ. Ser. Mech. Eng., 2021, 19, 361-380. https://doi.org/10.22190/FUME210214031P
Puška,A., Božanić,D., Nedeljković,M., Janošević, M. (2022). Green Supplier Selection in an Uncertain Environment in Agriculture Using a HybridMCDM Model: Z-Numbers-Fuzzy LMAW-Fuzzy CRADIS Model. Axioms, 11, 427. https://doi.org/ 10.3390/axioms1109042
Pendharkar, P.C. (2021). Hybrid radial basis function DEA and its applications to regression, segmentation and cluster analysis problems. Machine Learning with Applications, 6, 100092. https://doi.org/10.1016/j.mlwa.2021.100092
Peykani, P., Seyed Esmaeili, F.S., Mirmozaffari, M., Jabbarzadeh, A. and Khamechian, M. (2022). Input/Output Variables Selection in Data Envelopment Analysis: A Shannon Entropy Approach. Mach. Learn. Knowl. Extr., 4, 688-699. https://doi.org/10.3390/ make4030032
Peykani, P., Gheidar-Kheljani, J., Farzipoor Saen, R., & Mohammadi, E. (2022a).Generalized Robust Window Data Envelopment Analysis Approach for DynamicPerformance Measurement under Uncertain Panel Data. Operational Research, 1-36.https://doi.org/10.1007/s12351-022-00729-7
Podinovski, V.V. and Bouzdine-Chameeva, T. (2021). Optimal solutions of multiplier DEA models. J Prod Anal, 56, 45-68. https://doi.org/10.1007/s11123-021-00610-3
Radojicic, M., Savic, G., & Jeremic, V. (2018). Measuring the efficiency of banks: the bootstrapped I-distance GAR DEA approach. Technological and Economic Development of Economy, 24(4), 1581-1605. https://doi.org/10.3846/tede.2018.3699
Rostamzadeh, R., Akbarian, O., Banaitis, A., & Soltani, Z. (2021). Application of DEA in benchmarking: a systematic literature review from 2003-2020. Technological and Economic Development of Economy, 27(1), 175-222. https://doi.org/10.3846/tede.2021.13406
Savić, G., Radosavljević, M., & Ilievski, D. (2012). DEA Window analysis approach for measuring the efficiency of Serbian banks. Management -časopis za teoriju i praksu menadžmenta, 17(65), 5-14
Stević, Ž., Pamučar, D., Puška, A. and Chatterjee, P. (2020a). Sustainable supplier selection in healthcare industries using a new MCDM method: Measurement of alternatives and ranking according to COmpromise solution (MARCOS). Computers & Industrial Engineering, 140, 106231. https://doi.org/10.1016/j.cie.2019.106231
Stević, Ž. and Brković, N. A. (2020b). Novel Integrated FUCOM-MARCOS Model for Evaluation of Human Resources in a Transport Company. Logistics, 4, 4. https://doi.org/10.3390/logistics 4010004
Tone, K. (2002). A slacks-based measure of super-efficiency in data envelopment analysis. European Journal of Operational Research, 143, 32-41
Tsai, Chi-Mao; Lee, Hsuan-Shih; and Gan, Guo-Ya (2021). A New Fuzzy DEA Model for Solving the MCDM Problems in Supplier Selection. Journal of Marine Science and Technology: 29(1) , Article 7. DOI: 10.51400/2709-6998.1006
Ünlü, U., Yalçın, N. and Avşarlıgil, N. (2022). Analysis of Efficiency and Productivity of Commercial Banks in Turkey Pre-and during COVID-19 with an Integrated MCDM Approach. Mathematics, 10(13), 2300. https://doi.org/10.3390/math10132300
 

O članku

jezik rada: srpski, engleski
vrsta rada: izvorni naučni članak
DOI: 10.5937/bankarstvo2204130L
primljen: 07.12.2022.
prihvaćen: 25.12.2022.
objavljen u SCIndeksu: 24.02.2023.
Creative Commons License 4.0

Povezani članci

Nema povezanih članaka